Sir Clive W.J. Granger's Contributions to Nonlinear Time Series and Econometrics
Keywords:
cointegration, nonlinearity, nonstationarity, testing linearityAbstract
Clive Granger had a wide range of research 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.
Published
2017-01-06
Issue
Section
Econometrics and Statistics
License
Upon acceptance of an article by the journal, the author(s) accept(s) the transfer of copyright of the article to European Journal of Pure and Applied Mathematics.
European Journal of Pure and Applied Mathematics will be Copyright Holder.
How to Cite
Sir Clive W.J. Granger’s Contributions to Nonlinear Time Series and Econometrics. (2017). European Journal of Pure and Applied Mathematics, 10(1), 104-132. https://www.ejpam.com/index.php/ejpam/article/view/2952