scientific article; zbMATH DE number 1069579

zbMATH Open0879.62080MaRDI QIDQ4356540FDOQ4356540

Clive W. J. Granger

Publication date: 22 January 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

associationpositive autoregressive dependent series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (1)

• Some thoughts on the development of cointegration

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