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1
Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
Lee, Tae-Hwy
;
White, Halbert
;
Granger, Clive W. J.
- In:
Journal of Econometrics
56
(
1993
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10005286073
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2
Comments on testing economic theories and the use of model selection criteria
Granger, Clive W. J.
;
King, Maxwell L.
;
White, Halbert
- In:
Journal of Econometrics
67
(
1995
)
1
,
pp. 173-187
Persistent link: https://www.econbiz.de/10005192395
Saved in:
3
Consideration of trends in time series
White, Halbert
;
Granger, C. W. J.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009623246
Saved in:
4
Non-linear models : where do we go next : time varying parameter models?
Granger, Clive W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009949924
Saved in:
5
Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009513629
Saved in:
6
Efficient market hypothesis and forecasting
Timmermann, Allan
;
Granger, Clive W. J.
- In:
International Journal of Forecasting
20
(
2004
)
1
,
pp. 15-27
Persistent link: https://www.econbiz.de/10005428687
Saved in:
7
Forecasting stock market prices: Lessons for forecasters
Granger, Clive W. J.
- In:
International Journal of Forecasting
8
(
1992
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10005428738
Saved in:
8
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349]
Granger, Clive W. J.
;
Jeon, Yongil
- In:
International Journal of Forecasting
19
(
2003
)
4
,
pp. 767-767
Persistent link: https://www.econbiz.de/10005428828
Saved in:
9
The combination of forecasts using changing weights
Deutsch, Melinda
;
Granger, Clive W. J.
;
Terasvirta, Timo
- In:
International Journal of Forecasting
10
(
1994
)
1
,
pp. 47-57
Persistent link: https://www.econbiz.de/10005429197
Saved in:
10
Comparing forecasts of inflation using time distance
Granger, Clive W. J.
;
Jeon, Yongil
- In:
International Journal of Forecasting
19
(
2003
)
3
,
pp. 339-349
Persistent link: https://www.econbiz.de/10005429360
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