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An introduction to bilinear time series models
Granger, C. W. J.; Andersen, Allan Paul - 1978
Persistent link: https://www.econbiz.de/10000063899
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Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions
Swanson, Norman R.; Granger, C. W. J. - 1992
Persistent link: https://www.econbiz.de/10000853659
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Testing for neglected nonlinearity in time series models : a comparison of neural network methods and alternative tests
Lee, Tae-hwy; White, Halbert; Granger, C. W. J. - 1989
Persistent link: https://www.econbiz.de/10000838876
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A linearity test for near-unit root time series
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914253
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Developments in the nonlinear analysis of economic series
Granger, C. W. J. - 1990
Persistent link: https://www.econbiz.de/10000790279
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Wholesale and retail prices : bivariate time-series modeling with forecastable error variances
Granger, C. W. J. - In: Model reliability, (pp. 1-17). 1986
Persistent link: https://www.econbiz.de/10001274970
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Developments in the nonlinear analysis of economic series
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001278238
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Time series and spectral methods in econometrics
Granger, C. W. J.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10001327468
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Is seasonal adjustment a linear or nonlinear data-filtering process?
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 374-386
Persistent link: https://www.econbiz.de/10001334389
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Long memory series with attractors
Granger, C. W. J. - In: Oxford bulletin of economics and statistics 53 (1991) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10001102945