ジョハンセン検定
↑ Johansen, Søren (1991). “Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models”. Econometrica 59 (6): 1551–1580. JSTOR 2938278.
↑ Davidson, James (2000). Econometric Methods. Wiley. ISBN 0-631-21584-0. https://books.google.com/books?id=shWtvsFbxlkC
Hatanaka, Michio (1996). Time-Series-Based Econometrics: Unit Roots and Cointegration. New York: Oxford University Press. pp. 219–246. ISBN 0-19-877353-6. https://books.google.com/books?id=ZQsaRNl5J60C&pg=PA219
Maddala, G. S.; Kim, In-Moo (1998). Unit Roots, Cointegration, and Structural Change. Cambridge University Press. pp. 198–248. ISBN 0-521-58782-4. https://books.google.com/books?id=llXBvougICMC&pg=PA198