Estimating systems of trending variables
综述了协整系统中的推断方法，包括回归方法、向量自回归模型分析、协整秩确定及参数估计，适用于1(1)和1(2)变量。
A survey is given of some results on inference in cointegrated systems. We discuss some regression methods, and contrast them with the analysis of the vector autoregressive model. We discuss determination of cointegrating rank and estimation of parameters, as well as asymptotic inference. The problems are treated for 1(1) and for 1(2) variables.