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Granger, Clive W. J.; King, Maxwell L.; White, Halbert - In: Journal of Econometrics 67 (1995) 1, pp. 173-187

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Granger, Clive W. J.; Ding, Zhuanxin - In: Journal of Econometrics 73 (1996) 1, pp. 61-77

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Granger, Clive W. J.; Uhlig, Harald F. - In: Journal of Econometrics 44 (1990) 1-2, pp. 159-170

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