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A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun, (2007)
Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production.
Chao, J.C., (1997)
LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES
Phillips, Peter C.B., (2007)