The following pages link to Clive W. J. Granger (Q265099):
Displaying 30 items.
- (Q4166100) (← links)
- REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY (Q4233484) (← links)
- Extracting information from mega‐panels and high‐frequency data (Q4259383) (← links)
- Implications of seeing economic variables through an aggregation window (Q4306531) (← links)
- USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS (Q4319838) (← links)
- (Q4356540) (← links)
- Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074) (← links)
- (Q4369003) (← links)
- (Q4397010) (← links)
- (Q4424869) (← links)
- (Q4424870) (← links)
- Data mining with local model specification uncertainty: a discussion of Hoover and Perez (Q4488937) (← links)
- Large returns, conditional correlation and portfolio diversification: a value-at-risk approach (Q4646507) (← links)
- The effect of aggregation on nonlinearity (Q4701043) (← links)
- Co-Integration and Error Correction: Representation, Estimation, and Testing (Q4720635) (← links)
- FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONG-RUN ECONOMIC RELATIONSHIPS (Q4813990) (← links)
- Modelling Nonlinear Relationships between Extended-Memory Variables (Q4836504) (← links)
- Consideration of Trends in Time Series (Q4928530) (← links)
- Modelling Nonlinear Economic Time Series (Q5166601) (← links)
- Investigating Causal Relations by Econometric Models and Cross-spectral Methods (Q5283191) (← links)
- (Q5335806) (← links)
- (Q5455534) (← links)
- Some Aspects of the Random walk Model of Stock Market Prices (Q5540171) (← links)
- A Quick Test for Slippage (Q5549502) (← links)
- Prediction with a Generalized Cost of Error Function (Q5562419) (← links)
- "Infinite Variance" and Research Strategy in Time Series Analysis (Q5647773) (← links)
- A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING (Q5697635) (← links)
- A Quick Test for Serial Correlation Suitable for Use with Non-Stationary Time Series (Q5721570) (← links)
- Economic processes involving feedback (Q5736654) (← links)
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413) (← links)