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RePEc
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USB Cologne (EcoSocSci)
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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:
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
Empirical studies of capital markets : a survey
Granger, Clive W. J.
- In:
Mathematical methods in investment and finance
,
(pp. 469-519)
.
1972
Persistent link: https://www.econbiz.de/10002516663
Saved in:
4
First report of the Princeton economic time series project
Granger, Clive W. J.
- In:
L' Industria : rivista di economia e politica …
(
1961
)
2
,
pp. 194-206
Persistent link: https://www.econbiz.de/10002516686
Saved in:
5
Some consequences of the valuation model when expectations are taken to be optimum forecasts
Granger, Clive W. J.
- In:
The journal of finance : the journal of the American …
30
(
1975
)
1
,
pp. 135-145
Persistent link: https://www.econbiz.de/10002517122
Saved in:
6
Some recent developments in forecasting techniques and strategy
Granger, Clive W. J.
- In:
Forecasting : proceedings of the Institute of …
,
(pp. 231-243)
.
1979
Persistent link: https://www.econbiz.de/10002517161
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7
The typical spectral shape of an economic variable
Granger, Clive W. J.
- In:
Econometrica : journal of the Econometric Society, an …
34
(
1966
)
1
,
pp. 150-161
Persistent link: https://www.econbiz.de/10002517414
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8
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
48
(
1980
)
4
,
pp. 817-838
Persistent link: https://www.econbiz.de/10003000556
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9
Instrumental variables regression with independent observations
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
2
,
pp. 483-499
Persistent link: https://www.econbiz.de/10003000561
Saved in:
10
Maximum likelihood estimation of misspecified models
White, Halbert
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10003000566
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