Department of Economics and Business Economics

Timo Teräsvirta

Sir Clive Granger's contributions to nonlinear time series and econometrics

Research output: Research - peer-reviewJournal article

Standard

Sir Clive Granger's contributions to nonlinear time series and econometrics. / Terasvirta, Timo.

In: European Journal of Pure and Applied Mathematics, Vol. 10, No. 1, 2017, p. 104-132.

Research output: Research - peer-reviewJournal article

Harvard

Terasvirta, T 2017, 'Sir Clive Granger's contributions to nonlinear time series and econometrics' European Journal of Pure and Applied Mathematics, vol 10, no. 1, pp. 104-132.

APA

Terasvirta, T. (2017). Sir Clive Granger's contributions to nonlinear time series and econometrics. European Journal of Pure and Applied Mathematics, 10(1), 104-132.

CBE

Terasvirta T. 2017. Sir Clive Granger's contributions to nonlinear time series and econometrics. European Journal of Pure and Applied Mathematics. 10(1):104-132.

MLA

Terasvirta, Timo. "Sir Clive Granger's contributions to nonlinear time series and econometrics". European Journal of Pure and Applied Mathematics. 2017, 10(1). 104-132.

Vancouver

Terasvirta T. Sir Clive Granger's contributions to nonlinear time series and econometrics. European Journal of Pure and Applied Mathematics. 2017;10(1):104-132.

Author

Terasvirta, Timo. / Sir Clive Granger's contributions to nonlinear time series and econometrics. In: European Journal of Pure and Applied Mathematics. 2017 ; Vol. 10, No. 1. pp. 104-132

Bibtex

@article{0f9d928ca02d42b084a50a647d5abf21,
title = "Sir Clive Granger's contributions to nonlinear time series and econometrics",
author = "Timo Terasvirta",
year = "2017",
volume = "10",
pages = "104--132",
journal = "European Journal of Pure and Applied Mathematics",
issn = "1307-5543",
publisher = "European Journal of Pure and Applied Mathematics",
number = "1",

}

RIS

TY - JOUR

T1 - Sir Clive Granger's contributions to nonlinear time series and econometrics

AU - Terasvirta,Timo

PY - 2017

Y1 - 2017

M3 - Journal article

VL - 10

SP - 104

EP - 132

JO - European Journal of Pure and Applied Mathematics

T2 - European Journal of Pure and Applied Mathematics

JF - European Journal of Pure and Applied Mathematics

SN - 1307-5543

IS - 1

ER -