Granger's representation theorem: A closed-form expression for I(1) processes

Peter Reinhard Hansen
  • Econometrics Journal, March 2005, Wiley
  • DOI: 10.1111/j.1368-423x.2005.00149.x
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http://dx.doi.org/10.1111/j.1368-423x.2005.00149.x

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