STATISTICAL-INFERENCE IN REGRESSIONS WITH INTEGRATED PROCESSES .1.

[1] Andrews, 1987, ECONOMET THEOR, V3, P98

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] LIMITING DISTRIBUTIONS OF LEAST-SQUARES ESTIMATES OF UNSTABLE AUTOREGRESSIVE PROCESSES [J]. ANNALS OF STATISTICS, 1988, 16 (01) : 367 - 401

[5] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

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

[7] DURLAUF SN, 1986, 788YAL U COWL F DIS

[8] ON STRONG INVARIANCE-PRINCIPLES UNDER DEPENDENCE ASSUMPTIONS [J]. ANNALS OF PROBABILITY, 1986, 14 (01) : 260 - 270

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

[10] FULLER WA, 1976, INTRO STATISTICAL TI

[1] Andrews, 1987, ECONOMET THEOR, V3, P98

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] Box G.E.P., 1976, TIME SERIES ANAL

[4] LIMITING DISTRIBUTIONS OF LEAST-SQUARES ESTIMATES OF UNSTABLE AUTOREGRESSIVE PROCESSES [J]. ANNALS OF STATISTICS, 1988, 16 (01) : 367 - 401

[5] LIKELIHOOD RATIO STATISTICS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT-ROOT [J]. ECONOMETRICA, 1981, 49 (04) : 1057 - 1072

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

[7] DURLAUF SN, 1986, 788YAL U COWL F DIS

[8] ON STRONG INVARIANCE-PRINCIPLES UNDER DEPENDENCE ASSUMPTIONS [J]. ANNALS OF PROBABILITY, 1986, 14 (01) : 260 - 270

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

[10] FULLER WA, 1976, INTRO STATISTICAL TI