@proceedings{Pesaran1999, author = {Pesaran, M.H. and Shin, Y.}, title= {An autoregressive distributed-lag modelling approach to cointegration analysis}, year = {1999}, doi = {10.1017/CCOL521633230.011}, address = {Cambridge}, publisher = {Cambridge University Press}, series = {Econometrics and economic theory in the 20th century. The Ragnar Frisch Centennial Symposium}, }