Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
In this paper, the authors provide a proof of the Granger representation theorem starting from P. C. B. Phillips' triangular representation of a cointegrated system. Proofs of the theorem have already been provided but starting either from the MA representation or from the AR representation. Conversely, the authors derive and characterize analytically the MA and the AR representations in terms of the parameters of the triangular system. Copyright 1996 by Blackwell Publishing Ltd