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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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Modelling non-linear relationships between long-memory variables
Granger, C. W. J. - 1993
Persistent link: https://www.econbiz.de/10000878180
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Using the mutual information coefficient to identify lags in non-linear models
Granger, Clive; Lin, Jin-Lung - 1991
Persistent link: https://www.econbiz.de/10000136362
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Modelling nonlinear economic time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 2010
Persistent link: https://www.econbiz.de/10008778359
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Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009513629
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Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001621177
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Overview of nonlinear macroeconomic empirical models
Granger, C. W. J. - In: Macroeconomic dynamics 5 (2001) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10001625151
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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
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The effect of aggregation on nonlinearity
Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
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Nonlinear cointegration and some new tests for comovements
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914264