Object Reference : Object View and Procedure Reference : Var : References
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MacKinnon, James G., Alfred A. Haug, and Leo Michelis (1999), “Numerical Distribution Functions of Likelihood Ratio Tests For Cointegration,” Journal of Applied Econometrics, 14, 563-577.
Osterwald-Lenum, Michael (1992). “A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics,” Oxford Bulletin of Economics and Statistics, 54, 461–472.
Urzua, Carlos M. (1997). “Omnibus Tests for Multivariate Normality Based on a Class of Maximum Entropy Distributions,” in Advances in Econometrics, Volume 12, Greenwich, Conn.: JAI Press, 341-358.