Some thoughts on the development of cointegration

DOI10.1016/J.JECONOM.2010.03.002zbMATH Open1431.62617OpenAlexW2010821417MaRDI QIDQ736550FDOQ736550

Clive W. J. Granger

Publication date: 4 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.03.002

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Mathematics Subject Classification ID

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

Cites Work

• Quantile regression.
• Title not available (Why is that?)
• LIMITED TIME SERIES WITH A UNIT ROOT
• Title not available (Why is that?)

Cited In (12)

• Testing for boundary conditions in case of fractionally integrated processes
• Semiparametric modeling of multiple quantiles
• Bounded unit root processes with non-stationary volatility
• Dynamic factor structure of team performances in Liga MX
• Testing for unit roots in bounded time series
• Cointegration in a historical perspective
• Editorial: Twenty years of cointegration
• Modeling time series data with semi-reflective boundaries
• Regulated fractionally integrated processes
• Challenges and opportunities for twenty first century Bayesian econometricians: a personal view
• Quantile cointegration in the autoregressive distributed-lag modeling framework
• Time series modeling of paleoclimate data

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