STATISTICAL-INFERENCE IN REGRESSIONS WITH INTEGRATED PROCESSES .2.

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

[2] ESTIMATION OF THE PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF STATISTICS, 1981, 9 (03) : 531 - 543

[3] Hannan J., 2013, TECH NOTE, V43153

[4] ESTIMATION FOR AUTOREGRESSIVE PROCESSES WITH UNIT ROOTS [J]. ANNALS OF STATISTICS, 1979, 7 (05) : 1106 - 1120

[5] MAXIMAL INEQUALITY AND DEPENDENT STRONG LAWS [J]. ANNALS OF PROBABILITY, 1975, 3 (05) : 829 - 839

[6] NANKERVIS JC, 1986, FINITE SAMPLE DISTRI

[7] PARK JY, 1986, 811 YAL U COWL F DIS

[8] MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) : 473 - 495

[9] UNDERSTANDING SPURIOUS REGRESSIONS IN ECONOMETRICS [J]. JOURNAL OF ECONOMETRICS, 1986, 33 (03) : 311 - 340

[10] PHILLIPS PCB, 1986, 809R YAL U COWL F DI

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

[2] ESTIMATION OF THE PARAMETERS OF STOCHASTIC DIFFERENCE-EQUATIONS [J]. ANNALS OF STATISTICS, 1981, 9 (03) : 531 - 543

[3] Hannan J., 2013, TECH NOTE, V43153

[4] ESTIMATION FOR AUTOREGRESSIVE PROCESSES WITH UNIT ROOTS [J]. ANNALS OF STATISTICS, 1979, 7 (05) : 1106 - 1120

[5] MAXIMAL INEQUALITY AND DEPENDENT STRONG LAWS [J]. ANNALS OF PROBABILITY, 1975, 3 (05) : 829 - 839

[6] NANKERVIS JC, 1986, FINITE SAMPLE DISTRI

[7] PARK JY, 1986, 811 YAL U COWL F DIS

[8] MULTIPLE TIME-SERIES REGRESSION WITH INTEGRATED PROCESSES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) : 473 - 495

[9] UNDERSTANDING SPURIOUS REGRESSIONS IN ECONOMETRICS [J]. JOURNAL OF ECONOMETRICS, 1986, 33 (03) : 311 - 340

[10] PHILLIPS PCB, 1986, 809R YAL U COWL F DI