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Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, Kevin D., (2007)
A Resolution of the Purchasing Power Parity Puzzle: Imperfect Knowledge and Long Swings
Frydman, Roman, (2009)
An asymptotic invariance property of the common trends under linear transformations of the data
Johansen, Søren, (2014)