Department of Economics and Business Economics

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

Research output: ResearchWorking paper

Standard

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

Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

Research output: ResearchWorking paper

Harvard

APA

Terasvirta, T. (2017). Sir Clive Granger’s contributions to nonlinear time series and econometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. CREATES Research Papers, No. 2017-04

CBE

Terasvirta T. 2017. Sir Clive Granger’s contributions to nonlinear time series and econometrics. Aarhus: Institut for Økonomi, Aarhus Universitet.

MLA

Terasvirta, Timo Sir Clive Granger’s contributions to nonlinear time series and econometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. (CREATES Research Papers; Journal number 2017-04). 2017., 35 p.

Vancouver

Terasvirta T. Sir Clive Granger’s contributions to nonlinear time series and econometrics. Aarhus: Institut for Økonomi, Aarhus Universitet. 2017 Jan 31.

Author

Terasvirta, Timo. / Sir Clive Granger’s contributions to nonlinear time series and econometrics. Aarhus : Institut for Økonomi, Aarhus Universitet, 2017. (CREATES Research Papers; No. 2017-04).

Bibtex

@techreport{aa2d60836c9142ddb440596acf4508ab,
title = "Sir Clive Granger’s contributions to nonlinear time series and econometrics",
abstract = "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.",
keywords = "cointegration, nonlinearity, nonstationarity, testing linearity",
author = "Timo Terasvirta",
year = "2017",
month = "1",
publisher = "Institut for Økonomi, Aarhus Universitet",
type = "WorkingPaper",
institution = "Institut for Økonomi, Aarhus Universitet",

}

RIS

TY - UNPB

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

AU - Terasvirta,Timo

PY - 2017/1/31

Y1 - 2017/1/31

N2 - 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.

AB - 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.

KW - cointegration, nonlinearity, nonstationarity, testing linearity

M3 - Working paper

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

PB - Institut for Økonomi, Aarhus Universitet

ER -