Clive W.J. Granger and Cointegration by Castle, J, Hendry, D

“…Although the initial estimation and testing approach in his paper with Robert F. Engle has been superceded by a plethora of methods, the concept of cointegration has led to a merger of economic analyses of long-run equilibrium relations with empirical dynamic systems. …”

Clive W.J. Granger and cointegration by Castle, J, Hendry, D

“…Although the initial estimation and testing approach in his paper with Robert F. Engle has been superceded by a plethora of methods, the concept of cointegration has led to a merger of economic analyses of long-run equilibrium relations with empirical dynamic systems. …”