Bank of Spain
Another look at the instrumental variable estimation of error-components models
1995 · Manuel Arellano, Olympia Bover · Journal of Econometrics
Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework
1998 · Anindya Banerjee, Juan J. Dolado, et al. · Journal of Time Series Analysis
Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
1993 · Anindya Banerjee, Juan J. Dolado, et al. · Oxford University Press eBooks