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Granger's Representation Theorem and Multicointegration

Research output: Contribution to book/anthology/report/proceedingBook chapterResearch

Original languageEnglish
Title of host publicationCointegration, Causality, and Forecasting. A Festschrift in Honour of Clive W.J. Granger
EditorsR.F. Engle and H. White
Number of pages12
Place of publicationOxford
PublisherOxford University Press
Publication year1999
Pagess. 200-211
Publication statusPublished - 1999

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