Clive Granger
Clive Granger
Unknown affiliation
No verified email
Title
Cited by
Cited by
Year
Co-integration and error correction: representation, estimation, and testing
RF Engle, CWJ Granger
Econometrica: journal of the Econometric Society, 251-276, 1987
438731987
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
RF Engle
Econometrica: Journal of the Econometric Society, 987-1007, 1982
279961982
Investigating causal relations by econometric models and cross-spectral methods
CWJ Granger
Econometrica: journal of the Econometric Society, 424-438, 1969
255991969
Likelihood-based inference in cointegrated vector autoregressive models
S Johansen
Oxford University Press on Demand, 1995
94941995
Spurious regressions in econometrics
CWJ Granger, P Newbold, J Econom
Baltagi, Badi H. A Companion of Theoretical Econometrics, 557-61, 1974
91381974
Statistics and causal inference
PW Holland
Journal of the American statistical Association 81 (396), 945-960, 1986
61701986
Critical values for cointegration tests
JG MacKinnon
Eds.), Long-Run Economic Relationship: Readings in Cointegration, 1991
49911991
Forecasting economic time series
CWJ Granger, P Newbold
Academic Press, 2014
42482014
An introduction to long‐memory time series models and fractional differencing
CWJ Granger, R Joyeux
Journal of time series analysis 1 (1), 15-29, 1980
42401980
A long memory property of stock market returns and a new model
Z Ding, CWJ Granger, RF Engle
Journal of empirical finance 1 (1), 83-106, 1993
42241993
The combination of forecasts
JM Bates, CWJ Granger
Journal of the Operational Research Society 20 (4), 451-468, 1969
40061969
Some recent development in a concept of causality
CWJ Granger
Journal of econometrics 39 (1-2), 199-211, 1988
38381988
Developments in the study of cointegrated economic variables
CWJ Granger
Oxford Bulletin of economics and statistics, 1986
37601986
Some properties of time series data and their use in econometric model specification
CWJ Granger
Journal of econometrics 16 (1), 121-130, 1981
35041981
Modelling non-linear economic relationships
CWJ Granger, T Terasvirta
OUP Catalogue, 1993
33301993
Testing for causality: a personal viewpoint
CWJ Granger
Journal of Economic Dynamics and control 2, 329-352, 1980
21921980
Forecasting volatility in financial markets: A review
SH Poon, CWJ Granger
Journal of economic literature 41 (2), 478-539, 2003
21682003
Seasonal integration and cointegration
S Hylleberg, RF Engle, CWJ Granger, BS Yoo
Journal of econometrics 44 (1-2), 215-238, 1990
20331990
Long memory relationships and the aggregation of dynamic models
CWJ Granger
Journal of econometrics 14 (2), 227-238, 1980
18351980
Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates
W Enders, CWJ Granger
Journal of Business & Economic Statistics 16 (3), 304-311, 1998
15841998
The system can't perform the operation now. Try again later.
Articles 1–20