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- Kremers , J. J. M. , Ericsson , N. R. and Dolado , J. J. 1992 . “The Power of Cointegration Tests,” . Oxford Bulletin of Economics and Statistics , 54 : 325 – 348 .
- Spanos , A. 1986 . Statistical Foundations of Econometric Modelling , Cambridge , , U.K. : Cambridge University Press .