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Results: 1-25/32
Authors:
GRANGER CWJ
Citation: Cwj. Granger, A TIME-SERIES APPROACH TO ECONOMETRIC-MODELS OF TAIWAN ECONOMY - COMMENT, Statistica sinica, 8(4), 1998, pp. 1026-1028
Authors:
GRANGER CWJ
Citation: Cwj. Granger, REAL AND SPURIOUS LONG-MEMORY PROPERTIES OF STOCK-MARKET DATA - COMMENT, Journal of business & economic statistics, 16(3), 1998, pp. 268-269
UNIT-ROOT TESTS AND ASYMMETRIC ADJUSTMENT WITH AN EXAMPLE USING THE TERM STRUCTURE OF INTEREST-RATES
Authors:
ENDERS W
GRANGER CWJ
Citation: W. Enders et Cwj. Granger, UNIT-ROOT TESTS AND ASYMMETRIC ADJUSTMENT WITH AN EXAMPLE USING THE TERM STRUCTURE OF INTEREST-RATES, Journal of business & economic statistics, 16(3), 1998, pp. 304-311
Authors:
ESCRIBANO A
GRANGER CWJ
Citation: A. Escribano et Cwj. Granger, INVESTIGATING THE RELATIONSHIP BETWEEN GOLD AND SILVER PRICES, Journal of forecasting, 17(2), 1998, pp. 81-107
Authors:
GRANGER CWJ
ORMEROD P
SMITH R
Citation: Cwj. Granger et al., COMMENTS ON FORECASTING ECONOMIC-PROCESSES BY CLEMENTS,MICHAEL,P. ANDHENDRY,DAVID,F, International journal of forecasting, 14(1), 1998, pp. 133-134
Authors:
GROSSBARDSHECHTMAN S
GRANGER CWJ
Citation: S. Grossbardshechtman et Cwj. Granger, WOMENS JOBS AND MARRIAGE - BABY-BOOM VERSUS BABY-BUST, Population (Paris), 53(4), 1998, pp. 731-752
Authors:
SWANSON NR
GRANGER CWJ
Citation: Nr. Swanson et Cwj. Granger, IMPULSE-RESPONSE FUNCTIONS BASED ON A CAUSAL APPROACH TO RESIDUAL ORTHOGONALIZATION IN VECTOR AUTOREGRESSIONS, Journal of the American Statistical Association, 92(437), 1997, pp. 357-367
Authors:
GRANGER CWJ
HALDRUP N
Citation: Cwj. Granger et N. Haldrup, SEPARATION IN COINTEGRATED SYSTEMS AND PERSISTENT-TRANSITORY DECOMPOSITIONS, Oxford bulletin of economics and statistics, 59(4), 1997, pp. 449
Authors:
GRANGER CWJ
INOUE T
MORIN N
Citation: Cwj. Granger et al., NONLINEAR STOCHASTIC TRENDS, Journal of econometrics, 81(1), 1997, pp. 65-92
Authors:
GRANGER CWJ
SWANSON NR
Citation: Cwj. Granger et Nr. Swanson, AN INTRODUCTION TO STOCHASTIC UNIT-ROOT PROCESSES, Journal of econometrics, 80(1), 1997, pp. 35-62
Authors:
RAMANATHAN R
ENGLE R
GRANGER CWJ
VAHIDARAGHI F
BRACE C
Citation: R. Ramanathan et al., SHORT-RUN FORECASTS OF ELECTRICITY LOADS AND PEAKS, International journal of forecasting, 13(2), 1997, pp. 161-174
Authors:
GRANGER CWJ
Citation: Cwj. Granger, ON MODELING THE LONG-RUN IN APPLIED ECONOMICS, Economic journal, 107(440), 1997, pp. 169-177
Authors:
GRANGER CWJ
Citation: Cwj. Granger, CAN WE IMPROVE THE PERCEIVED QUALITY OF ECONOMIC FORECASTS, Journal of applied econometrics, 11(5), 1996, pp. 455-473
Authors:
GHYSELS E
GRANGER CWJ
SIKLOS PL
Citation: E. Ghysels et al., IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-FILTERING PROCESS, Journal of business & economic statistics, 14(3), 1996, pp. 374-386
Authors:
GHYSELS E
GRANGER CWJ
SIKLOS PL
Citation: E. Ghysels et al., IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-FILTERING PROCESS -REPLY, Journal of business & economic statistics, 14(3), 1996, pp. 396-397
Authors:
GRANGER CWJ
SWANSON N
Citation: Cwj. Granger et N. Swanson, FUTURE-DEVELOPMENTS IN THE STUDY OF COINTEGRATED VARIABLES, Oxford bulletin of economics and statistics, 58(3), 1996, pp. 537-553
Authors:
GRANGER CWJ
DING ZX
Citation: Cwj. Granger et Zx. Ding, VARIETIES OF LONG MEMORY MODELS, Journal of econometrics, 73(1), 1996, pp. 61-77
Authors:
DING ZX
GRANGER CWJ
Citation: Zx. Ding et Cwj. Granger, MODELING VOLATILITY PERSISTENCE OF SPECULATIVE RETURNS - A NEW APPROACH, Journal of econometrics, 73(1), 1996, pp. 185-215
Authors:
GRANGER CWJ
KING ML
WHITE H
Citation: Cwj. Granger et al., COMMENTS ON TESTING ECONOMIC-THEORIES AND THE USE OF MODEL SELECTION CRITERIA, Journal of econometrics, 67(1), 1995, pp. 173-187
Authors:
GRANGER CWJ
LIN JL
Citation: Cwj. Granger et Jl. Lin, CAUSALITY IN THE LONG-RUN, Econometric theory, 11(3), 1995, pp. 530-536
Authors:
TERASVIRTA T
GRANGER CWJ
Citation: T. Terasvirta et Cwj. Granger, PROFESSOR GRANGER,CLIVE,W.J - AN INTERVIEW FOR THE INTERNATIONAL-JOURNAL-OF-FORECASTING, International journal of forecasting, 11(4), 1995, pp. 585-590
Authors:
GRANGER CWJ
Citation: Cwj. Granger, MODELING NONLINEAR RELATIONSHIPS BETWEEN EXTENDED-MEMORY VARIABLES, Econometrica, 63(2), 1995, pp. 265-279
Authors:
LIN JL
GRANGER CWJ
Citation: Jl. Lin et Cwj. Granger, FORECASTING FROM NONLINEAR MODELS IN PRACTICE, Journal of forecasting, 13(1), 1994, pp. 1-9
Authors:
DEUTSCH M
GRANGER CWJ
TERASVIRTA T
Citation: M. Deutsch et al., THE COMBINATION OF FORECASTS USING CHANGING WEIGHTS, International journal of forecasting, 10(1), 1994, pp. 47-57
Authors:
GRANGER CWJ
Citation: Cwj. Granger, ECONOMETRIC-ANALYSIS, 2ND EDITION - GREENE,WH, Journal of economic literature, 32(1), 1994, pp. 115-122