Anderson, Richard G.; Qian, Hailong; Rasche, Robert H. - Federal Reserve Bank of St. Louis - 2006
@stls.frb.org
**Associate professor, Department of Economics, Saint Louis University, and Research
Fellow, Research Department, Federal Reserve … Cointegration: An Overview,”
Oxford Bulletin of Economics and Statistics, Special Issue, 607-629.
Banerjee, A., M. Marcellino … Business and
Economic Statistics 18(1), 91-99.
Eriksson, Asa (2004). “Testing Structural Hypotheses on Cointegration …