Title of article
Some thoughts on the development of cointegration
Author/Authors
Granger، نويسنده , , Clive W.J.، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2010
Pages
4
From page
3
To page
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.
Journal title
Journal of Econometrics
Serial Year
2010
Journal title
Journal of Econometrics
Record number
1560005
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