Co-Integration and Error Correction: Representation, Estimation, and Testing
Author(s): Robert F. Engle and C. W. J. Granger
Source: Econometrica, Vol. 55, No. 2 (Mar., 1987), pp. 251-276
Published by: The Econometric Society
Stable URL: http://www.jstor.org/stable/1913236
Accessed: 05/04/2014 14:29