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Information criteria for selecting possibly misspecified parametric models
Sin, Chor-Yiu; White, Halbert - In: Journal of Econometrics 71 (1996) 1-2, pp. 207-225
Persistent link: https://www.econbiz.de/10005228927
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Seasonal integration and cointegration
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S. - In: Journal of Econometrics 44 (1990) 1-2, pp. 215-238
Persistent link: https://www.econbiz.de/10005203969
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The use of R2 to determine the appropriate transformation of regression variables
Granger, C. W. J.; Newbold, P. - In: Journal of Econometrics 4 (1976) 3, pp. 205-210
Persistent link: https://www.econbiz.de/10005204017
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The Japanese consumption function
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S. - In: Journal of Econometrics 55 (1993) 1-2, pp. 275-298
Persistent link: https://www.econbiz.de/10005285503
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Spurious regressions in econometrics
Granger, C. W. J.; Newbold, P. - In: Journal of Econometrics 2 (1974) 2, pp. 111-120
Persistent link: https://www.econbiz.de/10005285554
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Merging short-and long-run forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
Engle, R. F.; Granger, C. W. J.; Hallman, J. J. - In: Journal of Econometrics 40 (1989) 1, pp. 45-62
Persistent link: https://www.econbiz.de/10005052812
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Some properties of time series data and their use in econometric model specification
Granger, C. W. J. - In: Journal of Econometrics 16 (1981) 1, pp. 121-130
Persistent link: https://www.econbiz.de/10005192416
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Long memory relationships and the aggregation of dynamic models
Granger, C. W. J. - In: Journal of Econometrics 14 (1980) 2, pp. 227-238
Persistent link: https://www.econbiz.de/10005192609
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Interval forecasting : An analysis based upon ARCH-quantile estimators
Granger, C. W. J.; White, Halbert; Kamstra, Mark - In: Journal of Econometrics 40 (1989) 1, pp. 87-96
Persistent link: https://www.econbiz.de/10005192689
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Some recent development in a concept of causality
Granger, C. W. J. - In: Journal of Econometrics 39 (1988) 1-2, pp. 199-211
Persistent link: https://www.econbiz.de/10005192767