Some generalizations on the algebra of I(1) processes
| Year of publication: |
1993
|
|---|---|
| Authors: | Ermini, Luigi ; Granger, Clive W. J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 58.1993, 3, p. 369-384
|
| Publisher: |
Elsevier |