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Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
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Developments in the study of cointegrated economic variables
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001267243
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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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Recientes generalizaciones de la cointegración y el análisis de las relaciones a largo plazo
Granger, C. W. J. - In: Información comercial española / Cuadernos económicos (1990), pp. 43-52
Persistent link: https://www.econbiz.de/10001104159
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Equilibrium, causality and error correction models
Granger, C. W. J. - In: Economic notes : economic review of Banca Monte dei … (1987), pp. 5-21
Persistent link: https://www.econbiz.de/10001054929
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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121
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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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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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Reasonable extreme bounds analysis
Granger, C. W. J.; Uhlig, Harald - 1988
Persistent link: https://www.econbiz.de/10000763658
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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