Some thoughts on the development of cointegration

Clive Granger

Journal of Econometrics, 2010, vol. 158, issue 1, 3-6

Abstract: This paper describes how the notion of cointegration came about, and discusses some generalizations to indicate where the topic may go next. In particular, some issues in the analysis of possibly cointegrated quantile time series are discussed.

Date: 2010
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Citations: View citations in EconPapers (39)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:158:y:2010:i:1:p:3-6

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