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Self-generating variables in a cointegrated VAR framework
Granger, C. W. J.; Yoon, Gawon - 2001
Persistent link: https://www.econbiz.de/10001574554
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Hidden cointegration
Granger, C. W. J.; Yoon, Gawon - 2002
Persistent link: https://www.econbiz.de/10001659322
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Hidden Cointegration
Granger, C. W. J.; Yoon, Gawon - 2002
Possibly hitherto unnoticed cointegrating relationships among integrated components of data series are identified. If the components are cointegrated, the data are said to have hidden cointegration. The implication of hidden cointegration on modeling data series themselves is discussed through...
Persistent link: https://www.econbiz.de/10014115481
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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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Introducing non-linearity into cointegration
Granger, C. W. J. - In: Revista de econometria 16 (1996) 2, pp. 25-35
Persistent link: https://www.econbiz.de/10001535207
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Overview of nonlinear macroeconomic empirical models
Granger, C. W. J. - In: Macroeconomic dynamics 5 (2001) 4, pp. 466-481
Persistent link: https://www.econbiz.de/10001625151
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Some thoughts on the development of cointegration
Granger, C. W. J. - In: Journal of econometrics 158 (2010) 1, pp. 3-6
Persistent link: https://www.econbiz.de/10008826881
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Positively related processes and cointegration
Granger, C. W. J. - 1990
Persistent link: https://www.econbiz.de/10000790287
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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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A tutorial on linearity testing under long range dependence and cointegration
Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995
Persistent link: https://www.econbiz.de/10000914258