Sir Clive W.J. Granger's Contributions to Nonlinear Time Series and Econometrics


  • Timo Terasvirta Aarhus University Humboldt-Universitat zu Berlin


cointegration, nonlinearity, nonstationarity, testing linearity


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.



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.

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