1. Granger's representation theorem and multicointegration
Title | Granger's representation theorem and multicointegration |
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Author info | Tom Engsted, Soren Johansen |
Author | Engsted Tom |
Co-authors | Johansen Soren |
Issue data | San Domenico (FI) : European University Institute , 1997. - 13 s. |
Edition | EUI Working paper ECO , No. 97/15 |
Document kind | working papers |
Language | English |
Country of Edition | Italy |
systematics | 519.2 - Pravdepodobnosť a matematická štatistika |
Keywords | modelovanie matematické * matematika aplikovaná * analýza matematická * rady časové |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 778508 |