@article {Chao:August 1999:0304-4076:227, author = "Chao J.C.", author = "Phillips P.C.B.", title = "Model selection in partially nonstationary vector autoregressive processes with reduced rank structure", journal = "Journal of Econometrics", volume = "91", year = "August 1999", abstract = "", pages = "227-271(45)", url = "http://www.ingentaconnect.com/content/els/03044076/1999/00000091/00000002/art00077" doi = "doi:10.1016/S0304-4076(98)00077-3" }