Granger's Representation Theorem and Multicointegration

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Originalsprog	Engelsk
Titel	Cointegration, Causality and Forecasting : Festschrift in Honour of Clive Granger
Redaktører	Robert Engle, Hal White
Antal sider	12
Forlag	Oxford University Press
Publikationsdato	1999
Sider	200-212
ISBN (Trykt)	0198296835
Status	Udgivet - 1999

Biblioteksadgang?

@inbook{e724de80ed2c11ddbf70000ea68e967b,

title = "Granger's Representation Theorem and Multicointegration",

author = "Tom Engsted and S{\o}ren Johansen",

year = "1999",

language = "English",

isbn = "0198296835",

pages = "200--212",

editor = "Robert Engle and Hal White",

booktitle = "Cointegration, Causality and Forecasting",

publisher = "Oxford University Press",

address = "United Kingdom",

}