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Aspects of modelling nonlinear time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 1993

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Modelling nonlinear economic time series

Teräsvirta, Timo; Tjostheim, Dag; Granger, C. W. J. - 2010

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Overview of nonlinear macroeconomic empirical models

Granger, C. W. J. - In: Macroeconomic dynamics 5 (2001) 4, pp. 466-481

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Non-linear models : where do we go next : time varying parameter models?

Granger, C. W. J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 3, pp. 1-9

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The effect of aggregation on nonlinearity

Granger, C. W. J.; Lee, Tae-hwy - In: Econometric reviews 18 (1999) 3, pp. 259-269

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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, C. W. J. - 1989

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Developments in the nonlinear analysis of economic series

Granger, C. W. J. - 1990

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Nonlinear cointegration and some new tests for comovements

Aparicio Acosta, Felipe M.; Granger, C. W. J. - 1995

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Modelling non-linear relationships between long-memory variables

Granger, C. W. J. - 1993

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Spectral analysis, seasonality, nonlinearity, methodology, and forecasting

Ghysels, Eric (contributor); Granger, C. W. J. (honouree) - 2001

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