Separation in Cointegrated Systems, Long Memory Components and Common Stochastic Trends
Year of publication: |
[1998]
|
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Authors: | Granger, Clive W. J. |
Other Persons: | Haldrup, Niels (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.50196 [DOI] |
Classification: | C32 - Time-Series Models ; C40 - Econometric and Statistical Methods: Special Topics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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