Some generalizations on the algebra of I(1) processes

Luigi Ermini and Clive Granger

Journal of Econometrics, 1993, vol. 58, issue 3, 369-384

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (26)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4076(93)90050-F
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Some Generalizations on the Algebra of I(1) Processes (1991)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:58:y:1993:i:3:p:369-384

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().