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subject:"Innovation"
type_genre:"Sammlung"
~person:"Granger, C. W. J."
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"Time series analysis"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Collection of articles written by one author"
~type_genre:"Lehrbuch"
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Granger, C. W. J.
Franses, Philip Hans
72
Phillips, Peter C. B.
57
Gupta, Rangan
47
Gil-Alaña, Luis A.
43
Clements, Michael P.
41
Diebold, Francis X.
36
Timmermann, Allan
34
Hendry, David F.
32
McAleer, Michael
31
Koop, Gary
30
Perron, Pierre
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Swanson, Norman R.
30
Taylor, Robert
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29
Koopman, Siem Jan
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28
Leybourne, Stephen James
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Lütkepohl, Helmut
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25
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24
Pierdzioch, Christian
24
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24
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23
Hong, Yongmiao
23
Newbold, Paul
23
Wang, Yudong
22
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21
Malerba, Franco
21
Pesaran, M. Hashem
21
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20
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20
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20
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International journal of forecasting
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4
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3
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2
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1
Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009513629
Saved in:
2
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
3
Structural attribution of observed volatility clustering
Granger, C. W. J.
;
Machina, Mark J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003376075
Saved in:
4
Preface: Some thoughts on the future of forecasting
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
67
(
2005
),
pp. 707-711
Persistent link: https://www.econbiz.de/10003229047
Saved in:
5
Aggregation of space-time processes
Giacomini, Raffaella
;
Granger, C. W. J.
- In:
Journal of econometrics
118
(
2004
)
1/2
,
pp. 7-26
Persistent link: https://www.econbiz.de/10001822910
Saved in:
6
Efficient market hypothesis and forecasting
Timmermann, Allan
;
Granger, C. W. J.
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10001918210
Saved in:
7
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
8
Time series concepts for conditional distributions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 689-701
Persistent link: https://www.econbiz.de/10001859644
Saved in:
9
Comparing forecasts of inflation using time distance
Granger, C. W. J.
;
Jeon, Yongil
- In:
International journal of forecasting
19
(
2003
)
3
,
pp. 339-349
Persistent link: https://www.econbiz.de/10001793004
Saved in:
10
A time-distance criterien for evaluating forecasting models
Granger, C. W. J.
;
Jeon, Yongil
- In:
International journal of forecasting
19
(
2003
)
2
,
pp. 199-215
Persistent link: https://www.econbiz.de/10001764883
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