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Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric; Granger, C. W. J.; Siklos, Pierre L. - 1995
Persistent link: https://www.econbiz.de/10001512556
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Occasional structural breaks and long memory
Granger, C. W. J.; Hyung, Namwon - 1999
Persistent link: https://www.econbiz.de/10001395178
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Reasonable extreme bounds analysis
Granger, C. W. J.; Uhlig, Harald - 1988
Persistent link: https://www.econbiz.de/10000763658
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A linearity test for near-unit root time series
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914253
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Information-theoretic schemes for linearity testing under long-range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914254
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Nonlinear cointegration and some new tests for comovements
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914264
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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1996
Persistent link: https://www.econbiz.de/10000927680
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The algebra of I(1)
Granger, C. W. J.; Hallman, Jeffrey John - 1988
Persistent link: https://www.econbiz.de/10000973487
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Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru - 1993
Persistent link: https://www.econbiz.de/10000856442
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Co-integration and error correction : representation, estimation, and testing
Engle, Robert F. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 2, pp. 251-275
Persistent link: https://www.econbiz.de/10001021003