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A Direct Test for Cointegration Between a Pair of Time Series, , , and . Journal of Time Series Analysis, 23 (2): 173--191 (60 03 2002)doi: 10.1111/1467-9892.00261.The non-normality of some macroeconomic forecast errors, and . International Journal of Forecasting, 19 (4): 635--653 (00 2003)Forecasting economic time series, and . Economic theory and mathematical economics Academic Press, New York u.a., (1977)Spurious number of breaks, , and . Economics Letters, 50 (2): 175--178 (February 1996)Forecasting economic time series, and . Economic theory, econometrics, and mathematical economics Acad. Press, San Diego u.a., 2. ed edition, (1986)Adventures with ARIMA software, , and . International Journal of Forecasting, 10 (4): 573--581 (December 1994)On exponential smoothing and the assumption of deterministic trend plus white noise data-generating models, and . International Journal of Forecasting, 5 (4): 523--527 (1989)Unit root tests with a break in innovation variance, , and . Journal of Econometrics, 109 (2): 365--387 (August 2002)Spurious nonlinear regressions in econometrics, , and . Economics Letters, 87 (3): 301--306 (June 2005)Spurious regressions with stationary processes around linear trends, , and . Economics Letters, 83 (2): 257--262 (May 2004)