共 3 条
- [1] Time Series Analysis..Hamilton H D;.Princeton University Press.1994,
- [2] Estimation and Hypotheses Testing of Co-integration Vectors in Gaussian Vector Autoregressive Models..Johansen S;.Econometrica.1991,
- [3] Some properties of time series data and their use in econometric model specification..Granger C W J;.Journal of Econometrics.1981,