scientific article; zbMATH DE number 1069579

MaRDI QIDQ4356540zbMATHFDO

Authors Clive W. J. Granger

Publication date 22 January 1998

zbMATH Keywords

associationpositive autoregressive dependent series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cited in

(1)

• Some thoughts on the development of cointegration

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