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

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

Econometrica, Vol. 55, No. 2. (Mar., 1987), pp. 251-276.

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Co-Integration and Error Correction: Representation, Estimation, and Testing
Robert F. Engle; C. W. J. Granger
Econometrica, Vol. 55, No. 2. (Mar., 1987), pp. 251-276.
Stable URL:
http://links.jstor.org/sici?sici=0012-9682%28198703%2955%3A2%3C251%3ACAECRE%3E2.0.CO%3B2-T

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