英文文献：Times Series: Cointegration-次系列:协整
英文文献作者：S?ren Johansen
英文文献摘要：
An overview of results for the cointegrated VAR model for nonstationary I(1) variables is given. The emphasis is on the analysis of the model and the tools for asymptotic inference. These include: formulation of criteria on the parameters, for the process to be nonstationary and I(1), formulation of hypotheses of interest on the rank, the cointegrating relations and the adjustment coefficients. A discussion of the asymptotic distribution results that are used for inference. The results are illustrated by a few examples. A number of extensions of the theory are pointed out.

对非平稳I(1)变量的协整VAR模型的结果进行了概述。重点是分析模型和工具的渐近推理。这些包括:对非平稳过程和I(1)参数的准则的制定，对秩感兴趣的假设的制定，协整关系和调整系数。讨论渐近分布结果，用于推理。通过几个例子说明了结果。指出了该理论的一些扩展。