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The past and future of empirical finance: some personal comments

Granger, Clive W.J. - In: Journal of Econometrics 129 (2005) 1-2, pp. 35-40

Persistent link: https://www.econbiz.de/10005122714

Introduction to m-m processes

Granger, Clive W.J.; Hyung, Namwon - In: Journal of Econometrics 130 (2006) 1, pp. 143-164

Persistent link: https://www.econbiz.de/10005122845

Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004

Granger, Clive W.J. - In: Journal of Econometrics 135 (2006) 1-2, pp. 11-13

Persistent link: https://www.econbiz.de/10005285465

Forecasting--looking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam

Granger, Clive W.J. - In: Journal of Econometrics 138 (2007) 1, pp. 3-13

Persistent link: https://www.econbiz.de/10005285767

Structural attribution of observed volatility clustering

Granger, Clive W.J.; Machina, Mark J. - In: Journal of Econometrics 135 (2006) 1-2, pp. 15-29

Persistent link: https://www.econbiz.de/10005285999

Common factors in conditional distributions for bivariate time series

Granger, Clive W.J.; Terasvirta, Timo; Patton, Andrew J. - In: Journal of Econometrics 132 (2006) 1, pp. 43-57

Persistent link: https://www.econbiz.de/10005192789

Some thoughts on the development of cointegration

Granger, Clive W.J. - In: Journal of Econometrics 158 (2010) 1, pp. 3-6

This paper describes how the notion of cointegration came about, and discusses some generalizations to indicate where the topic may go next. In particular, some issues in the analysis of possibly cointegrated quantile time series are discussed.

Persistent link: https://www.econbiz.de/10008866497

Useful conclusions from surprising results

Granger, Clive W.J. - In: Journal of Econometrics 169 (2012) 2, pp. 142-146

Persistent link: https://www.econbiz.de/10010664689

Multiple unit roots in periodic autoregression

Boswijk, H. Peter; Franses, Philip Hans; Haldrup, Niels - In: Journal of Econometrics 80 (1997) 1, pp. 167-193

Persistent link: https://www.econbiz.de/10005228750

Mirror image distributions and the Dickey-Fuller regression with a maintained trend

Haldrup, Niels - In: Journal of Econometrics 72 (1996) 1-2, pp. 301-312

Persistent link: https://www.econbiz.de/10005286042