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包括：
A CUSUM Test for Cointegration Using Regression Residuals；
Distribution of the Estimators for Autoregressive Time Series With a Unit Root；
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models；
Inference in Linear Time Series Models with some Unit Roots；
Some Properties of Time Series Data and Their Use in Econometric Model Specification；
spurious regression in econometric：collected papers of clive;
STATISTICAL ANALYSIS OF COINTEGRATION VECTORS;
Statistical Inference in Regressions with Integrated ProcessesPart 1;
Statistical Inference in Regressions with Integrated ProcessesPart 2;
Testing for a unit Root in Time Series Regression;
Testing for Unit Roots in Autoregressive-Moving Average Models of Unknown Order;
Time Series Regression with a Unit Root;
TRENDS AND RANDOM WALKS IN MACROECONMIC TIME SERIES;
等十几篇英文文献

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