1. A case study of the residual-based cointegration procedure. Issue 1 (2003) Authors: Biondini, Riccardo; Lin, Yan-Xia; Mccrae, Michael Journal: Journal of applied mathematics & decision sciences Issue: Volume 7:Issue 1(2003) Page Start: 29 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. The effects of I(1) series on cointegration inference. Issue 4 (2002) Authors: Lin, Yan-Xia; Mccrae, Michael Journal: Journal of applied mathematics & decision sciences Issue: Volume 6:Issue 4(2002) Page Start: 229 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗