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

Robert F. Engle, C. W. J. Granger

Open source

DOI: 10.2307/1913236
Published: 1987-03
Container: Econometrica
Publisher: JSTOR
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.2307/1913236,
  title = {Co-Integration and Error Correction: Representation, Estimation, and Testing},
  author = {Robert F. Engle and C. W. J. Granger},
  year = {1987},
  journal = {Econometrica},
  doi = {10.2307/1913236},
  url = {https://doi.org/10.2307/1913236}
}

RIS

TY  - JOUR
TI  - Co-Integration and Error Correction: Representation, Estimation, and Testing
AU  - Robert F. Engle
AU  - C. W. J. Granger
PY  - 1987
JO  - Econometrica
DO  - 10.2307/1913236
UR  - https://doi.org/10.2307/1913236
ER  -

APA

Engle, R. F., & Granger, C. W. J. (1987). Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica. https://doi.org/10.2307/1913236

Source records

crossref · retrieved 2026-11-09T13:01:41.793Z