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Econometric theory
Discussion paper / Department of Economics, University of California San Diego
45
Journal of Econometrics
26
Journal of econometrics
26
International journal of forecasting
10
Journal of forecasting
10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Management Decision
8
International Journal of Forecasting
7
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5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
5
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Applied financial economics
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Economic modelling
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Handbooks in economics
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New Zealand economic papers
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OUP Catalogue
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Pennsylvania State - Department of Economics
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Annales d'économie et de statistique
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Discussion paper / Institute for Empirical Macroeconomics
3
Econometric Society monographs
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Econometric Theory
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Journal of Economic Dynamics and Control
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Journal of economic literature
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Journal of the Royal Statistical Society
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3
Nobel Prize in Economics documents
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Angewandte Statistik und Ökonometrie
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Annales d'Economie et de Statistique
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Comments on the 20th anniversary issue of Econometric theory
Granger, C. W. J.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 298
Persistent link: https://www.econbiz.de/10002674748
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2
The research interests of Paul Newbold
Granger, C. W. J.
;
Leybourne, Stephen James
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1460-1465
Persistent link: https://www.econbiz.de/10003904380
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3
A dialogue concerning a new instrument for econometric modeling
Granger, C. W. J.
;
Hendry, David F.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 278-297
Persistent link: https://www.econbiz.de/10002674738
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4
Prediction errors in nonstationary autoregressions of infinite order
Ing, Ching-kang
;
Sin, Chor-yiu
;
Yu, Shu-hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-803
Persistent link: https://www.econbiz.de/10003992431
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5
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES
del Barrio Castro, Tomás
;
Osborn, Denise R.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10007896791
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6
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
Qu, Zhongjun
;
Perron, Pierre
;
Ahn, S.K.
;
Reinsel, G.C.
; …
- In:
Econometric theory
23
(
2007
)
4
,
pp. 638-685
Persistent link: https://www.econbiz.de/10007732417
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7
PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
Ing, Ching-Kang
;
Sin, Chor-yiu
;
Yu, Shu-Hui
- In:
Econometric theory
26
(
2010
)
3
,
pp. 774-804
Persistent link: https://www.econbiz.de/10008415356
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8
Interviewed by Peter C.B. Phillips
Granger, Clive
- In:
Econometric theory
13
(
1997
)
2
,
pp. 253-304
Persistent link: https://www.econbiz.de/10006998462
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9
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
Davidson, James
;
Hashimzade, Nigar
;
Beran, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 256-293
Persistent link: https://www.econbiz.de/10007896787
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10
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
Hualde, Javier
;
Velasco, Carlos
;
Beran, J.
;
Breitung, J.
; …
- In:
Econometric theory
24
(
2008
)
1
,
pp. 216-255
Persistent link: https://www.econbiz.de/10007896788
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