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A tribute to Clive W. J. Granger

Zellner, Arnold - In: Journal of quantitative economics : official journal of … 7 (2009) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10009153698

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

Perspectives on econometrics and applied economics : a tribute to Sir Clive Granger

Taylor, Mark P. (contributor) - 2012

Persistent link: https://www.econbiz.de/10009409410

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

Properties of nonlinear transformations of fractionally integrated processes

Dittmann, Ingolf; Granger, C. W. J. - 2000

This paper shows that the properties of nonlinear transformations of a fractionally integrated process depend strongly on whether the initial series is stationary or not. Transforming a stationary Gaussian I(d) process with d 0 leads to a long-memory process with the same or a smaller...

Persistent link: https://www.econbiz.de/10009783557