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

Publikation: Working paperForskning

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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.
OriginalsprogEngelsk
UdgivelsesstedAarhus
UdgiverInstitut for Økonomi, Aarhus Universitet
Antal sider35
StatusUdgivet - 31 jan. 2017
SerietitelCREATES Research Papers
Nummer2017-04

    Forskningsområder

  • cointegration, nonlinearity, nonstationarity, testing linearity

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