Clive W.J. Granger and cointegration
Clive Granger developed the fundamental concept of cointegration for linking variables within non-stationary vector time series. Granger discovered cointegration while trying to refute a critique by Hendry of his research with Paul Newbold on ‘nonsense regressions’ betweeen nonstationary data. Altho...
| मुख्य लेखकों: | , |
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| स्वरूप: | Journal article |
| प्रकाशित: |
European Journal of Pure and Applied Mathematics
2017
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