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本附件包括：

• 1995Identifying restrictions of linear equations with applications to simultaneous equations.pdf
• 1999Testing exact rational expectations in vecm.pdf
• 2000Cointegration analysis in the presence of structural breaks in the deterministic trend.pdf
• 2000Modelling of cointegration in the vector autoregressive model.pdf
• 2002A BARTLETT CORRECTION FACTOR on cointergration relation.pdf
• 2002A small sample correction for tests of hypotheses on the cointegrating vectors.pdf
• 2002Controlling Inflation in a Cointegrated with vecm an Application to US Data.pdf
• 2003More on Testing Exact Rational including drift term.pdf
• 2004more on testing rational expection in vecm contrain constant and linear term.pdf
• 2004The equivalence of two parametrizations for the I(2) model.pdf
• 2005A note on testing restrictions for the cointegration parameters of a VAR with I(2) variables.pdf
• 2005Interpretation of Cointegrating Coefficients in vecm.pdf
• 03statistical analysis of hypotheses on the cointegrtion I(2).pdf
• 1992DETERMINATION OF COINTEGRATION RANK IN THE PRESENCE OF A LINEAR TREND.pdf