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Nonlinear persistence and copersistence
Gouriéroux, Christian, (1999)
Controlling inflation in a cointegrated vector autoregressive model with an application to U.S. data
Johansen, Søren, (2001)
On bootstrap inference in cointegrating regressions
Psaradakis, Zacharias G., (2001)
The Johansen-Granger representation theorem : a closed-form expression for I(1) processes
Hansen, Peter Reinhard, (2000)
Structural changes in the cointegrated vector autoregressive model
An unbiased and powerful test for superior predictive ability
Hansen, Peter Reinhard, (2001)