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    Statements

    author
    Clive W. J. Granger
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    Andrew A. Weiss
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    publication date
    1983
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    zbMATH Keywords
    integrated ARIMA models
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    testing for two integrated series
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    error- correction models
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    white noise series
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    lag operator
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    polynomials
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    one-way causal model
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    multi-component co-integrated series
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    bivariate feedback models
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    Identifiers

    zbMATH DE Number
    3872515
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