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

Robert F. Engle, C. W. J. Granger
DOI: 10.2307/1913236
Econometrica

Data up to Jan 2025

Published1987
Citations30,456
References0
Fields
Computer scienceMathematicsEconomicsPolitical scienceEconometricsStatisticsManagement

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Co-Integration and Error Correction: Representation, Estimation, and Testing (1987) – Econometrica | Metascience Observatory Explorer