The effects of I ( 1 ) series on cointegration inference. Lin, Yan-Xia; McCrae, Michael — 2002 Journal of Applied Mathematics and Decision Sciences
A case study of the residual-based cointegration procedure. Biondini, Riccardo; Lin, Yan-Xia; McCrae, Michael — 2003 Journal of Applied Mathematics and Decision Sciences
Loss protection in pairs trading through minimum profit bounds: A cointegration approach. Lin, Yan-Xia; McCrae, Michael; Gulati, Chandra — 2006 Journal of Applied Mathematics and Decision Sciences