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Estimation and testing of cointegrated systems by an autoregressive approximation
Saikkonen, Pentti, (1992)
Asymptotically efficient estimation of cointegration regressions
Saikkonen, Pentti, (1991)
Continuous weak convergence and stochastic equicontinuity results for integrated processes with an application to the estimation of a regression model
Saikkonen, Pentti, (1993)