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Journal of econometrics
Econometrics Working Papers Archive
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1
The past and future of empirical finance: some personal comments
Granger, Clive W.J.
- In:
Journal of econometrics
129
(
2005
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10006750362
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2
Nonlinear stochastic trends
Granger, Clive W.J.
;
Inoue, Tomoo
;
Morin, Norman
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 66-92
Persistent link: https://www.econbiz.de/10006791209
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3
An introduction to stochastic unit-root processes
Granger, Clive W.J.
;
Swanson, Norman R.
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 35-62
Persistent link: https://www.econbiz.de/10006791930
Saved in:
4
Modeling volatility persistence of speculative returns: A new approach
Ding, Zhuanxin
;
Granger, Clive W.J.
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 185-216
Persistent link: https://www.econbiz.de/10006793819
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5
Varieties of long memory models
Granger, Clive W.J.
;
Ding, Zhuanxin
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10006793823
Saved in:
6
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. 173-188
Persistent link: https://www.econbiz.de/10006798458
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7
Some generalizations on the algebra of I (1) processes
Ermini, Luigi
;
Granger, Clive W.J.
- In:
Journal of econometrics
58
(
1993
)
3
,
pp. 369-384
Persistent link: https://www.econbiz.de/10006805265
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8
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/10006805309
Saved in:
9
Macroeconometrics - Past and future
Granger, Clive W.J.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 17-20
Persistent link: https://www.econbiz.de/10006776263
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10
Common factors in conditional distributions for bivariate time series
Granger, Clive W.J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10007259644
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