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* {{cite journal |last=Davidson |first=J. E. H. |first2=D. F. |last2=Hendry |authorlink2=David Forbes Hendry |first3=F. |last3=Srba |first4=J. S. |last4=Yeo |year=1978 |title=Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom |journal=[[Economic Journal]] |volume=88 |issue=352 |pages=661–692 |jstor=2231972 }}
* {{cite book |last=Dolado |first=Juan J. |last2=Gonzalo |first2=Jesús |last3=Marmol |first3=Francesc |chapter=Cointegration |pages=634–654 |title=A Companion to Theoretical Econometrics |editor-first=Badi H. |editor-last=Baltagi |___location=Oxford |publisher=Blackwell |year=2001 |isbn=0-631-21254-X |doi=10.1002/9780470996249.ch31 }}
* {{cite book |first=Walter |last=Enders |title=Applied Econometric Time Series |edition=Third |___location=New York |publisher=John Wiley & Sons |year=2010 |isbn=978-0-470-50539-7 |pages=272–355 }}
*{{cite journal |last=Engle |first=Robert F. |last2=Granger |first2=Clive W. J. |year=1987 |title=Co-integration and error correction: Representation, estimation and testing |journal=[[Econometrica]] |volume=55 |issue=2 |pages=251–276 |jstor=1913236 }}</ref>
* {{cite journal |last=Granger |first=C.W.J. |first2=P.|last2=Newbold |year=1978 |title=Spurious regressions in Econometrics | volume=2| issue=2| journal=[[Journal of Econometrics 2]] |pages=111-120 |jstor=2231972| url=http://EconPapers.repec.org/RePEc:eee:econom:v:2:y:1974:i:2:p:111-120 }}
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