Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger
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Published By Cambridge University Press

052179207x, 9780521792073, 0521796490, 9780521796491

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Long Memory Relationships and the Aggregation of Dynamic Models

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.019 ◽

2008 ◽

pp. 338-348

Author(s):

C. W. J. Granger

Keyword(s):

Long Memory ◽

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Further Developments in the Study of Cointegrated Variables

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.017 ◽

2008 ◽

pp. 302-318 ◽

Author(s):

C. W. J. Granger

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Time Series Analysis of Error Correction Models

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.008 ◽

2008 ◽

pp. 129-144 ◽

Author(s):

C. W. J. Granger

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Error Correction ◽

Error Correction Models ◽

Series Analysis ◽

Analysis Of Error

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An Introduction to Long-Memory Time Series Models and Fractional Differencing

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.018 ◽

2008 ◽

pp. 321-337 ◽

Author(s):

C. W. J. Granger

Keyword(s):

Time Series ◽

Long Memory ◽

Time Series Models ◽

Fractional Differencing ◽

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Nonlinear Transformations of Integrated Time Series

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.015 ◽

2008 ◽

pp. 269-285

Author(s):

C. W. J. Granger

Keyword(s):

Time Series ◽

Nonlinear Transformations ◽

Integrated Time Series

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Some Recent Developments in a Concept of Causality

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.004 ◽

2008 ◽

pp. 71-83

Author(s):

C. W. J. Granger

Keyword(s):

Recent Developments

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Investigating Causal Relations by Econometric Models and Cross-Spectral Methods

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.002 ◽

2008 ◽

pp. 31-47 ◽

Author(s):

C. W. J. Granger

Keyword(s):

Spectral Methods ◽

Econometric Models ◽

Causal Relations

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Spurious Regressions in Econometrics

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.006 ◽

2008 ◽

pp. 109-118

Author(s):

C. W. J. Granger

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Separation in Cointegrated Systems and Persistent-Transitory Decompositions

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.014 ◽

2008 ◽

pp. 254-268

Author(s):

C. W. J. Granger

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Testing for Causality: A Personal Viewpoint

Essays in Econometrics vol II: Collected Papers of Clive W. J. Granger ◽

10.1017/ccol052179207x.003 ◽

2008 ◽

pp. 48-70

Author(s):

C. W. J. Granger

Keyword(s):

Personal Viewpoint

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