Riccardo Biondini, Yan-Xia Lin, Michael McCrae. A case study of the residual-based cointegration procedure . JAMDS, 7(1):29-48, 2003. [doi]
@article{BiondiniLM03,
title = {A case study of the residual-based cointegration procedure },
author = {Riccardo Biondini and Yan-Xia Lin and Michael McCrae},
year = {2003},
doi = {10.1155/S1173912603000038},
url = {http://dx.doi.org/10.1155/S1173912603000038},
tags = {rule-based, case study},
researchr = {https://researchr.org/publication/BiondiniLM03},
cites = {0},
citedby = {0},
journal = {JAMDS},
volume = {7},
number = {1},
pages = {29-48},
}