Granger's Representation Theorem and Multicointegration
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Original language | English |
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Title of host publication | Cointegration, Causality and Forecasting : Festschrift in Honour of Clive Granger |
Editors | Robert Engle, Hal White |
Number of pages | 12 |
Publisher | Oxford University Press |
Publication date | 1999 |
Pages | 200-212 |
ISBN (Print) | 0198296835 |
Publication status | Published - 1999 |
ID: 9969418