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Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Cointegration for the applied economist
Bhaskara Rao, Buddhavarapu, (1994)
The foundations of econometric analysis
Hendry, David F., (1995)
Contrastes de especificación en modelos lineales con variables integradas
Wooldridge, Jeffrey M., (1993)
[Rezension von: Manski, Charles F., Analog estimation methods in econometrics]
Wooldridge, Jeffrey M., (1990)
[Rezension von: Banerjee, Anindya, ..., Co-integration, error correction, and the econometric analysis of non-stationary data]
Wooldridge, Jeffrey M., (1995)