Granger's representation theorem : a closed-form expression for I(1) processes
Year of publication: |
2005
|
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Authors: | Hansen, Peter Reinhard |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 8.2005, 1, p. 23-38
|
Subject: | Kointegration | Cointegration | Theorie | Theory | Autokorrelation | Autocorrelation |
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