Cointegration in one-equation models

[1] Banerjee A., 1993, ADV TEXTS ECONOMETRI, DOI [DOI 10.1093/0198288107.001.0001, 10.1093/0198288107.001.0001]

[2] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[3] BOX GEP, 1970, TIME SERIES ANAL FOR

[4] Charemza W., 1992, New Directions in Econometric Practice: General to Specific Modelling. Cointegration and Vector Autoregressions, V1st ed

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[6] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J]. ECONOMETRICA, 1987, 55 (02) : 251 - 276

[7] TESTING FOR UNIT ROOTS .2. [J]. ECONOMETRICA, 1984, 52 (05) : 1241 - 1269

[8] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779

[9] FULLER WA, 1976, INTRO STATISTICAL TI

[10] GRANGER CWJ, 1976, FORECASTING EC TIME

[1] Banerjee A., 1993, ADV TEXTS ECONOMETRI, DOI [DOI 10.1093/0198288107.001.0001, 10.1093/0198288107.001.0001]

[2] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[3] BOX GEP, 1970, TIME SERIES ANAL FOR

[4] Charemza W., 1992, New Directions in Econometric Practice: General to Specific Modelling. Cointegration and Vector Autoregressions, V1st ed

[5] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[6] COINTEGRATION AND ERROR CORRECTION - REPRESENTATION, ESTIMATION, AND TESTING [J]. ECONOMETRICA, 1987, 55 (02) : 251 - 276

[7] TESTING FOR UNIT ROOTS .2. [J]. ECONOMETRICA, 1984, 52 (05) : 1241 - 1269

[8] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779

[9] FULLER WA, 1976, INTRO STATISTICAL TI

[10] GRANGER CWJ, 1976, FORECASTING EC TIME