“Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements”.
European Journal of Pure and Applied Mathematics 3, no. 3 (May 22, 2010): 541–571. Accessed December 4, 2024.
https://www.ejpam.com/index.php/ejpam/article/view/797.