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

Robert F. Engle; C. W. J. Granger

Econometrica, Vol. 55, No. 2. (Mar., 1987), pp. 251-276.

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Co-Integration and Error Correction: Representation, Estimation, and TestingRobert F. Engle; C. W. J. GrangerEconometrica, Vol. 55, No. 2. (Mar., 1987), pp. 251-276.Stable URL:

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