1Dickey, D.A, and W.A. Fuller. Distribution of the Estimators for Autoregressive Time Series with a Unit Root [J], Journal of the American Statistical Association, 1979,74:427-431.
2Engle, Robert F, and C, W, J, Granger, Co-integration and Error Correction: Representation, Estimation, and Testing[J].Econometrica, 1987,55: 251-276.
3Granger, C, W. J, Investigating Causal Relations by Econometric Models and Cross-Spectral Methods [J]. Eeonometrica, 1969,37: 424-438.
4Granger, C. and Newbold, Forecasting Economic Time Series. New York: Academic Press,1977.
5Johansen, Soren. Statistical Analysis of Cointegration Vectors[J]. Journal of Economic Dynamics and Control, 1988,12:231-154.
