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Decomposition of feedback between time series in a bivariate error-correction model
Koo, Jahyeong, (1997)
Principal components monetary aggregates, output, the price level, the interest rate and cointegration : an experiment for the UK ; 1977 - 1994
Ford, James L., (1995)
The P' model for the case of Spain : a cointegration analysis
García Herrero, Alicia, (1994)
A simple message for autocorrelation correctors : DON'T
Mizon, Grayham E., (1993)
Progressive modelling of macroeconomic time series : the LSE methodology
Mizon, Grayham E., (1995)
A simple message for autocorrelation correctors: Don't