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1ЎЗБЕКИСТОНДА ФОНД БОЗОРИ ИНДЕКСИГА ИККИЛАМЧИ ҚИММАТЛИ ҚОҒОЗЛАР БОЗОРИНИ ТАЪСИРИНИ БАҲОЛАШНИНГ ЭКОНОМЕТРИК ТАҲЛИЛИ
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Dickey, D. A.; Fuller, W. A. (1979). "Distribution of the Estimators for Autoregressive Time Series with a Unit Root". Journal of the American Statistical Association. 74 (366): 427–431.
Johansen S. and Juselius K., (1990) Maximum Likelihood Estimation and Inference on Cointegration-With Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52(2), , 169-210.
Pesaran M.H., Smith R.J. and Shin Y., (2001) Bounds Testing Approaches to the Analysis of Level Relationships, Journal of Applied Econometrics, 16, 289-326.
Pesaran M.H., Smith R.J., and Shin Y., (1996) Testing for the Existence of a long run Relationship, DAE Working paper No.9622, Department of Applied Economics, University of Cambridge.
Phillips, P.C.B.; Perron,P. (1988). "Testing for a Unit Root in Time Series Regression". Biometrika. 75 (2): 335–346