Granger's representation theorem: A closed‐form expression for I(1) processes
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Publication:5706716
DOI10.1111/j.1368-423X.2005.00149.xzbMath1089.91065OpenAlexW3125244195MaRDI QIDQ5706716
Publication date: 21 November 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2005.00149.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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