<p>1.题名： Some tests for parameter constancy in cointegrated VAR-models<br/>作者：<a href="http://ideas.repec.org/e/pha64.html">Henrik Hansen&nbsp;</a>&nbsp;&nbsp; <a href="http://ideas.repec.org/e/pjo35.html">Soren Johansen </a></p><p>期刊全称或缩写：<a href="http://ideas.repec.org/s/ect/emjrnl.html">The Econometrics Journal</a>.</p><p>年份，卷（期），起止页码： <br/><strong>Volume (Year):</strong> 2 (1999)<br/><b>Issue (Month):</b> 2 ()<br/><b>Pages:</b> 306-333<br/><br/>2.International bond market linkages: a structural VAR analysis</p><p>作者：<a href="http://ideas.repec.org/e/pya30.html">Jian Yang </a></p><p>期刊全称或缩写：<a href="http://ideas.repec.org/s/eee/intfin.html">Journal of International Financial Markets, Institutions and Money</a>.</p><p>年份，卷（期），起止页码： <br/><strong>Volume (Year):</strong> 15 (2005)<br/><b>Issue (Month):</b> 1 (January)<br/><b>Pages:</b> 39-54<br/></p>

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