2 Results
00IIE
Cover image for Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger
by 
Engle, R. F. (Robert F.)
Format: 
Books
Publication Date 
1999
Excerpt: 
Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger / Engle
Available: Copies:
Cover image for Likelihood-based inference in cointegrated vector autoregressive models
by 
Johansen, Søren, 1939-
Format: 
Books
Publication Date 
1995
Excerpt: 
-run dynamic properties as well as the long-run equilibrium behaviour of many non-starionary time series. It
Available: Copies: