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Grangers representation theorem:A closed form expression for I(1) processes

Hansen, Peter Reinhard

Grangers representation theorem:A closed form expression for I(1) processes J5710 2005 - 2005 - 23-38 V. 08 Issue. 1

Subjects--Topical Terms:
Econometrics

Subjects--Index Terms: Cointrgration;Granger representation;Impulse responses;

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