scientific article; zbMATH DE number 1975652
From MaRDI portal
Publication:4424869
Recommendations
Cited in
(19)- Bayesian learning of graphical vector autoregressions with unequal lag-lengths
- Fractional nonlinear dynamics of learning with memory
- Fractional econophysics: market price dynamics with memory effects
- Cagan model of inflation with power-law memory effects
- Macroeconomic models with long dynamic memory: fractional calculus approach
- Sir Clive W. J. Granger memorial special issue on econometrics: an introduction
- Sir Clive W. J. Granger's contributions to forecasting
- Sir Clive Granger's contributions to nonlinear time series and econometrics
- scientific article; zbMATH DE number 3852282 (Why is no real title available?)
- Unobserved components and time series econometrics
- A modern time series assessment of ``A statistical model for sunspot activity by C. W. J. Granger (1957)
- Trygve Haavelmo, James J. Heckman, Daniel L. Mcfadden, Robert F. Engle and Clive W. J. Granger
- scientific article; zbMATH DE number 1975653 (Why is no real title available?)
- Some recent developments in Markov chain Monte Carlo for cointegrated time series
- A multivariate distance nonlinear causality test based on partial distance correlation: a machine learning application to energy futures
- Econometric Theory and Practice
- Consistent causal inference from time series with PC algorithm and its time-aware extension
- Nonlinear growth model with long memory: generalization of Haavelmo model
- Linear and nonlinear causality in financial markets
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4424869)
