1. On adaptive estimation;Bickel;Ann. Statist.,1982
2. Improved likelihood ratio tests for cointegration rank in the VAR model;Boswijk;J. Econometrics,2015
3. Semi-nonparametric cointegration testing;Boswijk;J. Econometrics,2002
4. Limiting distributions of least squares estimates of unstable autoregressive processes;Chan;Ann. Statist.,1988
5. Adaptive estimation in time-series models;Drost;Ann. Statist.,1997