9Engle, R. F. , and Granger, C. W. G. , Co--integration and Error--correction Representation, Estimation and Testing. Econometrica, Vol. 55, (1987).
10Levin A. ,C. F. Lin and C. S. J. Chu, Unit Root Tests in Panel Data,asymptotic and Finite--sample Properties. Journal of Econometrics, Vol. 108,2002.