TY  - JOUR
TI  - Co-Integration and Error Correction: Representation, Estimation, and Testing
AU  - Robert F. Engle
AU  - C. W. J. Granger
JO  - Econometrica
PY  - 1987
VL  - 55
IS  - 2
DO  - 10.2307/1913236
UR  - https://doi.org/10.2307/1913236
ER  -


TY  - JOUR
TI  - Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
AU  - Soren Johansen
JO  - Econometrica
PY  - 1991
VL  - 59
IS  - 6
DO  - 10.2307/2938278
UR  - https://doi.org/10.2307/2938278
ER  -