1. Limiting distributions of least squares estimates of unstable autoregressive processes;Chan;Annals of Statistics,1988
2. The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables;Haldrup;Journal of Econometrics,1994
3. CATS in RATS;Hansen,1995
4. Harbo, I., Johansen, S., Nielsen, B., Rahbek, A., 1995. Test for cointegrating rank in partial systems. Journal of Business and Economic Statistics, forthcoming.
5. Modelling linear dynamic econometric systems;Hendry;Scottish Journal of Political Economy,1994