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Some comments on empirical investigations involving cointegrations
Granger, C. W. J. - In: Econometric reviews 13 (1994) 3, pp. 345-350
Persistent link: https://www.econbiz.de/10001172760
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The effect of aggregation on nonlinearity
Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
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The Effect of Aggregation on Nonlinearity
Granger, C.W.J.; Lee, T.-H. - In: Econometric reviews 18 (1999) 3, pp. 259-270
Persistent link: https://www.econbiz.de/10006913203
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Review of Modelling Nonlinear Economic Relationships
Granger, C.W.J.; Teräsvirta, T.; Campos, J. - In: Econometric reviews 17 (1998) 1, pp. 105
Persistent link: https://www.econbiz.de/10006920352
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Some Comments on Empirical Investigations Involving Cointegration
Granger, C.W.J. - In: Econometric reviews 13 (1994) 3, pp. 345-350
Persistent link: https://www.econbiz.de/10006945888