Granger's representation theorem : a closed-form expression for I(1) processes
Peter Reinhard Hansen
| Year of publication: |
2005
|
|---|---|
| Authors: | Hansen, Peter Reinhard |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 1, p. 23-38
|
| Subject: | Kointegration | Cointegration | Theorie | Theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002686736