Yan-Xia Lin, Michael McCrae. The effects of I(1) series on cointegration inference. JAMDS, 6(4):229-240, 2002. [doi]
@article{LinM02:1,
title = {The effects of I(1) series on cointegration inference},
author = {Yan-Xia Lin and Michael McCrae},
year = {2002},
doi = {10.1155/S1173912602000160},
url = {http://dx.doi.org/10.1155/S1173912602000160},
researchr = {https://researchr.org/publication/LinM02%3A1},
cites = {0},
citedby = {0},
journal = {JAMDS},
volume = {6},
number = {4},
pages = {229-240},
}