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Temporary cointegration with an application to interest rate parity
Siklos, Pierre L.; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000939553
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Introduction to m-m processes
Granger, C. W. J.; Hyung, Namwon - 1998
Persistent link: https://www.econbiz.de/10000993944
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Spurious regressions with stationary series
Granger, C. W. J.; Hyung, Namwon; Jeon, Yongil - 1998
Persistent link: https://www.econbiz.de/10000997640
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The algebra of I(1)
Granger, C. W. J.; Hallman, Jeffrey John - 1988
Persistent link: https://www.econbiz.de/10000973487
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Stylized facts on the temporal and distributional properties of daily data from speculative markets
Granger, C. W. J.; Ding, Zhuanxin - 1994
Persistent link: https://www.econbiz.de/10000903877
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Extracting information from mega-panels and high-frequency data
Granger, C. W. J. - 1998
Persistent link: https://www.econbiz.de/10000983273
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A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000987484
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Co-integration and error correction : representation, estimation, and testing
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 2, pp. 251-275
Persistent link: https://www.econbiz.de/10001021003
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Time series and spectral methods in econometrics
Granger, C. W. J.; Watson, Mark W. - 1992
Persistent link: https://www.econbiz.de/10001327468
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Aspects of modelling nonlinear time series
Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10001327598