1987
Co-Integration and Error Correction: Representation, Estimation, and Testing
Robert F. Engle, C.W.J. Granger
EconometricaTop-listed
32k
cites
Researcher
Robert F. Engle is a Economics scholar at New York University. Research spans Market Dynamics and Volatility, Monetary Policy and Economic Impact. 460 works, 139k citations (h-index 113).
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Professor Emeritus of Finance · New York University
Robert F. Engle, C.W.J. Granger
EconometricaTop-listed
EconometricaTop-listed