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8. Spurious regression model
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9. VAR models
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10. Cointegration
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Muscatelli, V.A. and S. Hurn (1992), Cointegration and dynamic time series models, Journal of Economic
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Park, J.Y., and P.C.B Phillips (1989), Statistical inference in regressions with integrated processes: Part 2,
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Phillips, P.C.B. (1995), Fully modified least squares and vector autoregression, Econometrica, 63,
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Phillips, P.C.B. and M. Loretan (1991), Estimating long-run Economic equilibria, Review of Economic
Studies, 58, 407-436.
Phillips, P.C.B. and S. Ouliaris (1988), Testing for cointegration using principal components methods,
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Phillips, P.C.B. and S. Ouliaris (1990), Asymptotic properties of residual based tests for cointegration,
Econometrica, 58, 165-193.
Salmon, M. (1982), Error correction mechanisms, Economic Journal, 92, 615-629.
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