@article{Wickens1996, title = {Interpreting cointegrating vectors and common stochastic trends}, author = {Michael R. Wickens}, journal = {Journal of Econometrics}, month = {Oct}, number = {2}, pages = {255--271}, url = {http://www.sciencedirect.com/science/article/B6VC0-3VWT1WB-K/2/1258b71bb0c3d3e0a4db1e9066e9cc44}, volume = {74}, year = {1996}, biburl = {http://www.bibsonomy.org/bibtex/292c76874e3395f9c22ddef5f4e2ffc47/smicha}, description = {Journal of Econometrics}, keywords = {Nonstationarity } }