On the Granger representation theorem: A counter example?

DOI10.1016/S0165-1765(98)00091-3zbMath0914.90059OpenAlexW2088741553MaRDI QIDQ1274180

Masao Ogaki

Publication date: 12 January 1999

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(98)00091-3

zbMATH Keywords

cointegrationerror correction representation

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Unnamed Item

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