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Recent advances in cointegration analysis
Lütkepohl, Helmut, (2004)
Allowing the Data to Speak Freely : The Macroeconometrics of the Cointegrated Vector Autoregression
Hoover, Kevin D., (2008)
Prediction Tests for Structural Stability of Multiple Time Series.
Lutkepohl, Helmut, (1989)
Modified Wald tests under nonregular conditions
Lutkepohl, Helmut, (1997)
Analysis of cointegrated VARMA processes