1.Soren Johansen : Estimation and hypothesis testing of cointegration vectors in Gaussian vector autoregressive models ,
Econometrica: Journal of the Econometric Society, 19

2.Søren Johansen: Identifyingrestrictions of linearequations with applications to simultaneousequations and cointegration 。第一篇文献可以下载，但下载以后发现似乎是法语的，希望坛友提供一个英语版本的，经典文献不能不读的。