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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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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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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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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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Consideration of trends in time series
White, Halbert; Granger, C. W. J. - In: Journal of time series econometrics 3 (2011) 1, pp. 1-38
Persistent link: https://www.econbiz.de/10009623246
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Perspectives on econometrics and applied economics : a tribute to Sir Clive Granger
Taylor, Mark P. (contributor) - 2012
Persistent link: https://www.econbiz.de/10009409410
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Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - In: Annals of economics and finance 14 (2013) 2, pp. 721-746
Persistent link: https://www.econbiz.de/10010237888