Narrow search
Showing 261 - 270 of 457
Cover Image
Estimation of common long-memory components in cointegrated systems
Gonzalo, Jesús - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 1, pp. 27-35
Persistent link: https://www.econbiz.de/10001177127
Cover Image
Modelling nonlinear relationships between extended-memory variables
Granger, C. W. J. - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 2, pp. 265-279
Persistent link: https://www.econbiz.de/10001181464
Cover Image
An introduction to stochastic unit-root processes
Granger, C. W. J. - In: Journal of econometrics 80 (1997) 1, pp. 35-62
Persistent link: https://www.econbiz.de/10001223464
Cover Image
Investigating the relationship between gold and silver prices
Escribano, Álvaro - In: Journal of forecasting 17 (1998) 2, pp. 81-107
Persistent link: https://www.econbiz.de/10001244494
Cover Image
Long memory series with attractors
Granger, C. W. J. - In: Oxford bulletin of economics and statistics 53 (1991) 1, pp. 11-26
Persistent link: https://www.econbiz.de/10001102945
Cover Image
A cointegration analysis of treasury bill yields
Hall, Anthony D. - In: The review of economics and statistics 74 (1992) 1, pp. 116-126
Persistent link: https://www.econbiz.de/10001123476
Cover Image
Comments on the evaluation of policy models
Granger, C. W. J. - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 4, pp. 497-516
Persistent link: https://www.econbiz.de/10001130454
Cover Image
A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.; Teräsvirta, Timo - In: Economics letters 62 (1999) 2, pp. 161-165
Persistent link: https://www.econbiz.de/10001255471
Cover Image
Developments in the study of cointegrated economic variables
Granger, C. W. J.
Persistent link: https://www.econbiz.de/10001267243
Cover Image
Causality, cointegration, and control
Granger, C. W. J. - 1988
Persistent link: https://www.econbiz.de/10001269079