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Modelling Multivariate Cointegrated Systems: Insights from Non-linear Dynamics
Pinder, J.P., (1995)
A further interpretation of Friedman's hypothesis: the cointegration of component CPI indexes
Shoesmith, G.L., (2000)
Multiple cointegrating vectors, error correction, and forecasting with Litterman's model
Shoesmith, G.L., (1995)