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Co-Integration and Error Correction: Representation, Estimation, and Testing

Co-Integration and Error Correction: Representation, Estimation, and Testing is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Robert F. Engle, C. W. J. Granger; Journal / source: Econometrica; Year: 1987.

AuthorsRobert F. Engle, C. W. J. Granger
Journal / sourceEconometrica
Year1987
FieldMonetary Policy and Economic Impact
Times cited31904
Typearticle
DOI / linkhttps://doi.org/10.2307/1913236

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