Research Catalog

Separation in cointegrated systems, long memory components and common stochastic trends / Clive W.J. Granger, Niels Haldrup.

Title
Separation in cointegrated systems, long memory components and common stochastic trends / Clive W.J. Granger, Niels Haldrup.
Author
Granger, C. W. J. (Clive William John), 1934-
Publication
Aarhus, Denmark : Dept. of Economics, School of Economics and Management, University of Aarhus, [1996]

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Details

Additional Authors
Haldrup, Niels
Description
16 p.; 21 cm.
Series Statement
Working paper, 0902-6223 ; no. 1996-3
Uniform Title
Working paper (Aarhus universitet. Department of Economics) ; 1996-3.
Subject
  • Cointegration > Mathematical models
  • Time-series analysis
  • Stochastic analysis
Note
  • At head of title: Centre for Non-linear Modelling in Economics,Dept. of Economics, University of Aarhus.
Bibliography (note)
  • Includes bibliographical references (p. 15-16).
Processing Action (note)
  • committed to retain
OCLC
  • 43617957
  • SCSB-11131002
Owning Institutions
Harvard Library