THE COINTEGRATION PROPERTIES OF VECTOR AUTOREGRESSION MODELS (Q3210028): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.1991.tb00067.x
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+W2088379061
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4207492
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+Statistical analysis of cointegration vectors
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+Multiple Time Series Regression with Integrated Processes
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+Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors
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+Publication:3210028