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~subject:"Cointegration"
~type_genre:"Working Paper"
~isPartOf:"Discussion paper / Department of Economics, University of California San Diego"
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Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.
;
Yoon, Gawon
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2001
Persistent link: https://www.econbiz.de/10001574554
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The Johansen-Granger representation theorem : an explicit expression for I(1) processes
Hansen, Peter Reinhard
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2000
Persistent link: https://www.econbiz.de/10001495712
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