The following pages link to Clive W. J. Granger (Q265099):
Displaying 41 items.
- Seasonal integration and cointegration (Q106272) (← links)
- The past and future of empirical finance: some personal comments (Q265100) (← links)
- Introduction to m-m processes (Q269401) (← links)
- Forecasting -- looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam (Q277147) (← links)
- Common factors in conditional distributions for bivariate time series (Q291623) (← links)
- Opening comments: Predictive methodology and application in economics and finance.: presentation for the San Diego conference, January, 2004 (Q291839) (← links)
- Structural attribution of observed volatility clustering (Q291841) (← links)
- Useful conclusions from surprising results (Q527987) (← links)
- Some thoughts on the development of cointegration (Q736550) (← links)
- Reasonable extreme-bounds analysis (Q908648) (← links)
- (Q921790) (redirect page) (← links)
- Long memory relationships and the aggregation of dynamic models (Q1155319) (← links)
- Seasonal cointegration. The Japanese consumption function (with discussion) (Q1203077) (← links)
- Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests (Q1209888) (← links)
- Spurious regressions in econometrics (Q1222926) (← links)
- The use of \(R^2\) to determine the appropriate transformation of regression variables (Q1228320) (← links)
- Tendency towards normality of linear combinations of random variables (Q1233693) (← links)
- On the invertibility of time series models (Q1249919) (← links)
- Experience with using the Box-Cox transformation when forecasting economic time series (Q1254821) (← links)
- Some generalizations on the algebra of I(1) processes (Q1260678) (← links)
- A simple nonlinear time series model with misleading linear properties (Q1285516) (← links)
- Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence (Q1347110) (← links)
- An introduction to stochastic unit-root processes (Q1367137) (← links)
- Nonlinear stochastic trends (Q1372923) (← links)
- Aggregation of space-time processes. (Q1421310) (← links)
- Macroeconometrics -- past and future. (With comments) (Q1841082) (← links)
- Properties of nonlinear transformations of fractionally integrated processes. (Q1858966) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)
- Varieties of long memory models (Q1922359) (← links)
- Modeling volatility persistence of speculative returns: a new approach (Q1922363) (← links)
- (Q2783442) (← links)
- Nearer-Normality and Some Econometric Models (Q3048048) (← links)
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- Dynamics of Model Overfitting Measured in terms of Autoregressive Roots (Q3411050) (← links)
- Modelling Nonlinear Economic Time Series (Q5166601) (← links)
- Prediction with a Generalized Cost of Error Function (Q5562419) (← links)
- NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES (Q5753413) (← links)
