Essays in Econometrics
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Published By Cambridge University Press

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Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Further Developments in the Study of Cointegrated Variables

2010 ◽  
pp. 302-318
Author(s):  
Norman Swanson ◽  
Clive W. J. Granger

Spurious Regression in Econometrics

2010 ◽  
pp. 109-118
Author(s):  
P. Newbold ◽  
Clive W. J. Granger
Keyword(s):  
Spurious Regression

Seasonal Integration and Cointegration

2010 ◽  
pp. 189-211
Author(s):  
S. Hylleberg ◽  
R. F. Engle ◽  
B. S. Yoo ◽  
Clive W. J. Granger

scholarly journals Estimation of Common Long Memory Components in Cointegrated Systems

2010 ◽  
pp. 232-253 ◽  
Author(s):  
Jesus Gonzalo ◽  
Clive W. J. Granger
Keyword(s):  
Long Memory
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