Nelson, Charles. R.; Plosser, Charles. R. (1982). “Trends and random walks in macroeconmic time series”. Journal of Monetary Economics10 (2): 139. doi:10.1016/0304-3932(82)90012-5.
Mahdavi Damghani, Babak (2012). “The Misleading Value of Measured Correlation”. Wilmott2012 (1): 64–73. doi:10.1002/wilm.10167.
Pesaran, M. Hashem; Shin, Yongcheol; Smith, Richard J. (2001). “Bounds testing approaches to the analysis of level relationships”. Journal of Applied Econometrics16 (3): 289–326. doi:10.1002/jae.616.
Gregory, Allan W.; Hansen, Bruce E. (1996). “Residual-based tests for cointegration in models with regime shifts”. Journal of Econometrics70 (1): 99–126. doi:10.1016/0304-4076(69)41685-7.
Phillips, Peter C. B.; Ouliaris, Sam (1990). “Asymptotic Properties of Residual Based Tests for Cointegration”. Econometrica58 (1): 165–193. JSTOR2938339.