3Granger, Clive, and Paul Newbold (1974). "Spurious Regressions in Econometrics". Journal of Econometrics, 2,111 - 120.
4Dickey, D. and Fuller, W. ( 1979 ). "Distribution of the Estimates for Autoregressive Time series with a Unit root". Journal of the American Statistical Association ,74,427 - 31.
5Dickey, D. A. and W. A. Fuller (1981). "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root" ,Econometrica 49, 1057 -1072.
6Engle, R. F. and Granger, C. W. J. (1987). "Co- integration and error- correction: Representation, estimation and testing". Econometrica, 55, No. 2:251 - 276.
