Granger's Representation Theorem and Multicointegration
Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
| Original language | English |
|---|---|
| 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