Granger's Representation Theorem and Multicointegration

Original language	English
Title of host publication	Cointegration, Causality and Forecasting : Festschrift in Honour of Clive Granger
Editors	Robert Engle, Hal White
Number of pages	12
Publisher	Oxford University Press
Publication date	1999
Pages	200-212
ISBN (Print)	0198296835
Publication status	Published - 1999

Cite this

@inbook{e724de80ed2c11ddbf70000ea68e967b,

title = "Granger's Representation Theorem and Multicointegration",

author = "Tom Engsted and S{\o}ren Johansen",

year = "1999",

language = "English",

isbn = "0198296835",

pages = "200--212",

editor = "Robert Engle and Hal White",

booktitle = "Cointegration, Causality and Forecasting",

publisher = "Oxford University Press",

address = "United Kingdom",

}