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Travail des femmes et mariage : du baby-boom au baby-bust

Grossbard-Shechtman, Shoshana - In: Population : édition française : revue publiée par … 53 (1998) 4, pp. 731-752

Persistent link: https://www.econbiz.de/10001248474

Forecasting business cyles using deviations from long-run economic relationships

Granger, C. W. J.; Yau, Ruey; Francis, Neville - In: Macroeconomic dynamics 7 (2003) 4, pp. 734-758

Persistent link: https://www.econbiz.de/10001823468

Modelling the absolute returns of different stock indices : exploring the forecastability of an alternative measure of risk

Granger, C. W. J.; Sin, Chor-yiu - In: Journal of forecasting 19 (2000) 4, pp. 277-298

Persistent link: https://www.econbiz.de/10001504616

Forecasting time series with long memory and level shifts

Hyung, Namwon; Franses, Philip Hans - In: Journal of forecasting 24 (2005) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10002569962

Introduction to M-M Processes

Granger, Clive W. J.; Hyung, Namwon - 1999

This paper introduces a new type of nonlinear model, the min-max model, and analyzes the properties for a pair of series. Stability conditions of this system are given for the nonlinearly integrated bivariate series. Under these stability conditions, the difference of the two series has a...

Persistent link: https://www.econbiz.de/10014204751