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Co-integrated variables and error-correcting models
Granger, C. W. J. - 1983
Persistent link: https://www.econbiz.de/10000887616
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Developments in the study of cointegrated economic variables
Granger, C. W. J. - In: Oxford bulletin of economics and statistics 48 (1986) 3, pp. 201-307
Persistent link: https://www.econbiz.de/10001267243
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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter (contributor); Falk, Barry (contributor);  … - 2006 - Rev. Mar 6/07
Persistent link: https://www.econbiz.de/10003735606
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Flexible Fourier form for volatility breaks
Li, Jing; Enders, Walter - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
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An introduction to bilinear time series models
Granger, C. W. J.; Andersen, Allan Paul - 1978
Persistent link: https://www.econbiz.de/10000063899
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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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Separation in cointegrated systems, long memory components and common stochastic trends
Granger, C. W. J.; Haldrup, Niels - 1995
Persistent link: https://www.econbiz.de/10000930724
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Modeling volatility persistence of speculative returns : a new approach
Ding, Zhuanxin; Granger, C. W. J. - 1994
Persistent link: https://www.econbiz.de/10000892121
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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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Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
Granger, C. W. J. - In: Journal of applied econometrics 4 (1989), pp. 1-179
Persistent link: https://www.econbiz.de/10001273575