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On determining the dimension of real-time stock-price data
Mayfield, E. Scott, (1992)
Vector autoregressions and reality
Runkle, David E., (1987)
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
Business Cycles : Durations, Dynamics, and Forecasting
Diebold, Francis X., (1999)
Cointegration and Long-Horizon Forecasting
Diebold, Francis X., (1997)
Elements of forecasting
Diebold, Francis X., (2001)