@article{engle1987,
  title={Co-Integration and Error Correction: Representation, Estimation, and Testing},
  author={Robert F. Engle and C. W. J. Granger},
  year={1987},
  journal={Econometrica},
  doi={10.2307/1913236},
  url={https://doi.org/10.2307/1913236}
}