Time series analysis of error-correction models
By Clive W. J. Granger, A. Weiss. 2001
239 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/432d15a5ab3e1ad071099e2a8b348932faf2fdf6
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In Economics and Econometrics
- Helmut Lütkepohl
- Pentti Saikkonen
- K. Hubrich
- Muhammad Shahbaz
- Carsten Trenkler
- Timo Teräsvirta
- Theodore Panagiotidis
- Henri Nyberg
In Finance
- Helmut Lütkepohl
- Pentti Saikkonen
- K. Hubrich
- Muhammad Shahbaz
- Carsten Trenkler
- Theodore Panagiotidis
- Henri Nyberg
- Cosimo Magazzino
Citations in the corpus
- A REVIEW OF SYSTEMS COINTEGRATION TESTS (2001, methodology): “Since the invention of cointegration by Granger (1981), Granger and Weiss (1983) and Engle and Granger (1987) one branch of the associated literature has been concerned with finding the number of cointegrating relations in a system of 247 Copyright # 2001 by Marcel Dekker, Inc. www.dekker.com time…”
- Nonparametric cointegration analysis of fractional systems with unknown integration orders (2010, unknown): “In modern time series econometrics the concept of cointegration, originally developed by Granger (1981), Granger & Weiss (1983), and Engle & Granger (1987), has become a central tool for the econometric analysis of long-run equilibrium relations (cointegrating relations) Mailing Address: Department…”