Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements.
European Journal of Pure and Applied Mathematics, Maryland, USA, v. 3, n. 3, p. 541–571, 2010. Disponível em:
https://www.ejpam.com/index.php/ejpam/article/view/797. Acesso em: 4 dec. 2024.