International Journal

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

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

Econometrica

1987

Wiley

32223 citations

Article

Estimation (0.52) Representation (politics) (0.49) Econometrics (0.44) Computer science (0.44) Statistics (0.39)

Co-Integration and Error Correction: Representation, Estimation, and Testing - Full text available via OpenAlex

Robert F. Engle

ORCID

C.W.J. Granger

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