Department of Economics and Business Economics

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

Research output: Working paper/Preprint Working paperResearch


  • 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
Publication statusPublished - 31 Jan 2017
SeriesCREATES Research Papers

See relations at Aarhus University Citationformats

Download statistics

No data available

ID: 108719018