Department of Economics and Business Economics

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

Publication: ResearchWorking paper

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  • rp17_04

    Final published version, 433 KB, PDF-document

Clive Granger had a wide range of reseach interests and has worked in a number of areas. In this work the focus is on his contributions to nonlinear time series models and modelling. Granger's contributions to a few other aspects of nonlinearity are reviewed as well.
Original languageEnglish
Place of PublicationAarhus
PublisherInstitut for Økonomi, Aarhus Universitet
Number of pages35
StatePublished - 31 Jan 2017
SeriesCREATES Research Papers
Number2017-04

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