4Engle R F and Granger C W. Cointegration and Error-Correction Representation, Estimation and Testing. Ecomornetrica, Vol.4, P1057-P1072.
5Granger, C W J. Investigating Causal Relations by Econometric and Cross Spectral Methods. Econometrica, Vol. 37, No. 3, P424- P438.
6Granger C W J. Development in the Study of Cointegrated Economic Variables. Oxford Bulletin of Economics and Statistics, Vol. 48, P213-P228.
7Granger C W J. Some Recent Developments in A Concept of Causality, Journal of Econometrics,Vol.39, P199-P211.
8Johansen S. Statistical analysis of cointegration vectors .Journal of Economic Dynamics and Control,12, P231-P254.
9Johansen S. Likelihood-bases Inference in Cointegrated Vector Autoregressive Models.Oxford University Press, Oxford.
10Johansen S and Juselius K. Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52, P162 - P210.
