Bibliographical references

Engle, R. F. and Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation and testing. Econometrica, (55):251-276.

Engle, R. F. and Kozicki, S. (1993). Testing for common features. Journal of Business and Economic Statistics, 11(4):369-395.

Espasa, A. and Mayo-Burgos. I. (2013) Forecasting aggregates and disaggregates with common features. International Journal of Forecasting,
http://dx.doi.org/10.1016/j.ijforecast.2012.10.004.

Rao, C. V. and Swarupchand, U. (2009). Multiple comparison procedures: a note and a bibliography. Journal of Statistics, 16:66-109.

Shaffer, J. P. (1986). Modied sequentially rejective multiple procedures. Journal of the American Statistical Association, 81(395):826-831.

Shaffer, J. P. (1995). Multiple hypothesis testing. Annual Review of Psychology, 46:561-584.