Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716)
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scientific article; zbMATH DE number 2231162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger's representation theorem: A closed‐form expression for I(1) processes |
scientific article; zbMATH DE number 2231162 |
Statements
Granger's representation theorem: A closed‐form expression for I(1) processes (English)
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21 November 2005
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cointegration
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impulse responses
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