Co-integration and error correction

Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251-276.

Type

Journal article

Intellectual base

Primary research

Year

1987

Link

no authoritative link yet

Cited from

statistics_experimental_design

Cited by

1 citation across 1 artifact.

Each citation links to the sentence it supports in the citing article.

Primes

• Stationarity

  • This sourceEngle-Granger cointegration non-stationary pairs.

Verification

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Registry ID ref:164746072854 · see in the full table