Some generalizations on the algebra of I(1) processes
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 58 (1993)
Issue (Month): 3 (August)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Luigi Ermini & Clive W.J. Granger, 1991. "Some Generalizations on the Algebra of I(1) Processes," Working Papers 199113, University of Hawaii at Manoa, Department of Economics.
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