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Applied Statistics and Econometrics : Basic Topics and Tools with Gretl and R
Kivedal, Bjørnar Karlsen, (2024)
Chapter 6 Forecasting with VARMA Models
Lütkepohl, Helmut, (2006)
Engle & Granger cointegration test for gdp and public consumption in the Republic of North Macedonia
Ivanovski, Zoran, (2022)
Econometric theory
Davidson, James E. H., (2000)
Econometric modelling of the sterling effective exchange rate
Davidson, James E. H., (1985)
A Wald test of restrictions on the cointegrating space based on Johansen's estimator
Davidson, James E. H., (1998)