Clive W. J. Granger | artículos destacados

Artículos destacados

  1. - Granger, C. W. J.: 1969, Investigating causal relations by econometric models and cross-spectral methods, Econometrica 37, 424—438.
  2. - Granger, C. W. J.: 1981, Some properties of time series data and their use in econometric model specification, Journal of Econometrics 16, 121—130.
  3. - Granger, C. W. J.: 2001, Spurious regressions in econometrics, in B. H. Baltagi (ed.), A Companion to Theoretical Econometrics, Blackwell, Oxford, pp. 557—561.
  4. - Granger, C. W. J. and Andersen, A. P.: 1978, Introduction to Bilinear Time Series Models, Vandenhoeck and Ruprecht, Göttingen.
  5. - Granger, C. W. J. and Bates, J.: 1969, The combination of forecasts, Operations Research Quarterly 20, 451—468.
  6. - Granger, C. W. J. and Hatanaka, M.: 1964, Spectral Analysis of Economic Time Series, Princeton University Press, Princeton, NJ.
  7. - Granger, C. W. J. and Joyeux, R.: 1980, An introduction to long-memory time series models and fractional di:erencing, Journal of Time Series Analysis 1, 15—30.
  8. - Granger, C. W. J. and Lee, T.-H.: 1990, Multicointegration, in G. F. Rhodes, Jr and T. B. Fomby (eds), Advances in Econometrics: Cointegration, Spurious Regressions and Unit Roots, JAI Press, New York, pp. 17—84.
  9. - Granger, C. W. J. and Morgenstern, O.: 1970, Predictability of Stock Market Prices, Heath, Lexington, MA.
  10. - Granger, C. W. J. and Newbold, P.: 1974, Spurious regressions in econometrics, Journal of Econometrics 2, 111—120.
  11. - Granger, C. W. J. and Swanson, N. R.: 1996, Further developments in the study of cointegrated variables, Oxford Bulletin of Economics and Statistics 58, 374—386.
  12. - Granger, C.W. J. andWeiss, A. A.: 1983, Time series analysis of error-correction models, in S. Karlin, T. Amemiya and L. A. Goodman (eds), Studies in Econometrics, Time Series and Multivariate Statistics, in Honor of T.W. Anderson, Academic Press, San Diego, pp. 255—278.

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