1. Akaike, H., A New Look at the Statistical Model Identification, IEEE Transactions on Automatic Control AC-19 (1974), S. 716 ff.
2. Bernanke, B.S., Alternative Explanations of the Money-Income Correlation, Carnegie-Rochester Conference Series on Public Policy 25 (1986), S. 49 ff.
3. Box, G.E.P. und Jenkins, G.M., Time Series Analysis, Forecasting and Control, San Francisco 1976.
4. Brockwell, P.J. und Davis, R.A., Time Series: Theory and Methods, New York 1987.
5. Campbell, J.Y. und Perron, P., Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots, in: Blanchard, O.J. und Fischer, St. (Hrsg.), NBER Macroeconomics Annual 1991, Cambridge 1991, S. 141 ff.