Granger's representation theorem: A closed‐form expression for I(1) processes (Q5706716)
From MaRDI portal
scientific article; zbMATH DE number 2231162
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Granger's representation theorem: A closed‐form expression for I(1) processes |
scientific article; zbMATH DE number 2231162 |
Statements
Granger's representation theorem: A closed‐form expression for I(1) processes (English)
0 references
21 November 2005
0 references
cointegration
0 references
impulse responses
0 references
0 references
