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Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard, (2022)
Self-Normalization Inference for Linear Trends in Cointegrating Regressions
Cho, Cheol-Keun, (2022)
Fixed-b Estimation and Inference in Heterogenous Dynamic Cointegrated Panels
Sender, Samuel J., (2017)
On the formulation of Wald tests on long-run parameters
Boswijk, Herman Peter, (1993)
Identifiability of cointegrated systems
Boswijk, Herman Peter, (1995)
Mixed normality and ancillarity in (2) systems
Boswijk, Herman Peter, (1996)