Johansen, Søren Cointegration in partial systems and the efficiency of single-equation analysis. (English) Zbl 0747.62115 J. Econom. 52, No. 3, 389-402 (1992). MSC: 62P20 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
DeJong, David N. Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function. (English) Zbl 0751.62052 J. Econom. 52, No. 3, 347-370 (1992). MSC: 62P20 62M10 62F15 91B84 × Cite Format Result Cite Review PDF Full Text: DOI
Dorfman, Jeffrey H.; Havenner, Arthur M. A Bayesian approach to state space multivariate time series modeling. (English) Zbl 0747.62095 J. Econom. 52, No. 3, 315-346 (1992). MSC: 62M10 62F15 62P20 91B84 × Cite Format Result Cite Review PDF Full Text: DOI