Dedicated to the Memory of Prof. Sir Clive W. J. Granger
Table of Contents
Special Issue on Granger Econometrics and Statistical Modeling
| Editor’s Forward for the Granger Special Volume | |
| Hamparsum Bozdogan | 331-336 |
| Institutional and Personal Tributes to Professor Sir Clive W.J. Granger | |
| EJPAM . | 337-346 |
| A Modern Approach to Teaching Econometrics | |
| David F. Hendry, Bent Nielsen | 347-370 |
| Bootstrapping the Shrinkage Least Absolute Deviations Estimator | |
| Tae-Hwan Kim, Halbert White | 371-381 |
| Predictive Subset VAR Modeling Using the Genetic Algorithm and Information Complexity | |
| Andrew Howe, Hamparsum Bozdogan | 382-405 |
| K-th Moving, Weighted and Exponential Moving Average for Time Series Forecasting Models | |
| Chris P. Tsokos | 406-416 |
| Law of Iterated Logarithm and Strong Consistency in Poisson Regression Model Selection | |
| Guoqi Qian | 417-434 |
| A Generalization of Durbin-Watson Statistic | |
| Arjun K. Gupta, D.G. Kabe, S. Niwitpong | 435-442 |
| Stylized Facts of Financial Time Series and Three Popular Models of Volatility | |
| Hans Malmsten, Timo Teräsvirta | 443-477 |
| Diffusion Index Models and Index Proxies: Recent Results and New Directions | |
| Nii Ayi Armah, Norman R. Swanson | 478-501 |
| Variance-ratio Tests Robust to a Break in Drift | |
| Yunmi Kim, Tae-Hwan Kim | 502-518 |
| A Generalization of the Concept of Cointegration to Harmonizable and Class (KF) Processes | |
| Roselyne Joyeux | 519-530 |
| A New Skew-normal Model for the Application-oriented Skew-t Model | |
| John T. Chen | 531-540 |
| Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements | |
| Norman Morin | 541-571 |
| Approximating Expectation Functionals for Financial Optimization | |
| N.C.P. Edirisinghe | 572-592 |
| Autobiography | |
| 593-601 |
© 2007-2009 European Journal of Pure and Applied Mathematics (EJPAM)
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