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Robert F. Engle et Clive W. J. Granger : prix Nobel d'économie 2003
Lardic, Sandrine; Mignon, Valérie - In: Revue d'économie politique 114 (2004) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10001952332
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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
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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
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Essays in econometrics : collected papers of Clive W.J. Granger
Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001
Persistent link: https://www.econbiz.de/10001568987
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Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.; Yoon, Gawon - 2001
Persistent link: https://www.econbiz.de/10001574554
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A impact of the use of forecasts in information sets
Gallo, Giampiero M.; Granger, C. W. J.; Jeon, Yongil - In: European Monetary Union, emerging markets and …, (pp. 167-183). 2000
Persistent link: https://www.econbiz.de/10001549911
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Economic and statistical measures of forecast accuracy
Granger, C. W. J.; Pesaran, M. Hashem - In: Journal of forecasting 19 (2000) 7, pp. 537-560
Persistent link: https://www.econbiz.de/10001541122
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[Rezension von: Granger, Clive W. J., Empirical modelling in economics]
Fiebig, Denzil G. - In: The economic record : er 76 (2000), pp. 308-309
Persistent link: https://www.econbiz.de/10001518270
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Model evaluation based on residual analysis of two similar models
Granger, C. W. J.; Jeon, Yongil - In: Applied economics 32 (2000) 7, pp. 861-867
Persistent link: https://www.econbiz.de/10001521994
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Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration : theory and evidence
Granger, C. W. J. - In: Journal of econometrics 66 (1995) 1, pp. 357-369
Persistent link: https://www.econbiz.de/10001174113