Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression
介绍协整向量自回归方法在宏观计量经济学中的应用，帮助研究者理解如何让数据本身揭示经济变量间的长期关系，适合对宏观时间序列分析感兴趣的学者。
Allowing the Data to Speak Freely: The Macroeconometrics of the Cointegrated Vector Autoregression by Kevin D. Hoover, Soren Johansen and Katarina Juselius. Published in volume 98, issue 2, pages 251-55 of American Economic Review, May 2008