| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096890 | Journal of Econometrics | 2010 | 4 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Clive W.J. Granger,