//-->
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Cointegration for the applied economist
Bhaskara Rao, Buddhavarapu, (1994)
The foundations of econometric analysis
Hendry, David F., (1995)
On the size and power of system tests for cointegration
Bewley, Ronald A., (1996)
Testing for cointegration within the Box-Tiao procedure
Bewley, Ronald A., (1993)