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• Clive W. J. Granger

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Paper provided by University of Hawaii at Manoa, Department of Economics in its series Working Papers with number 199113.

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Date of creation: 1991
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Handle: RePEc:hai:wpaper:199113

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  • Ermini, Luigi & Granger, Clive W. J., 1993. "Some generalizations on the algebra of I(1) processes," Journal of Econometrics, Elsevier, vol. 58(3), pages 369-384, August. [Downloadable!] (restricted)

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