Granger's representation theorem: A closed-form expression for I(1) processes

✍ Scribed by Peter Reinhard Hansen

• Book ID: 110879994
• Publisher: John Wiley and Sons
• Year: 2005
• Tongue: English
• Weight: 150 KB
• Volume: 8
• Category: Article
• ISSN: 1368-4221
• DOI: 10.1111/j.1368-423x.2005.00149.x