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Orthogonality tests with de-trended data : Interpreting Monte-Carlo results using Nagar expansions
Banerjee, Anindya, (1990)
Orthogonality tests with de-trended data: interpreting Monte Carlo results using Nagar expansions
Banerjee, Anindya, (1988)
Co-integration, error correction, and the econometric analysis of non-stationary data
Banerjee, Anindya, (1996)