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Publications by Clive W. J. Granger

A Cointegration Analysis of Treasury Bill Yields

Review of Economics and Statistics

Social Sciences

English

Economic and Statistical Measures of Forecast Accuracy

Journal of Forecasting

Management Science

Computer Science Applications

Operations Research

English

Spurious Regressions With Stationary Series

Applied Economics

English

Introducing Non-Linearity Into Cointegration

Brazilian Review of Econometrics

English

Co-Integration and Error-Correction: Representation, Estimation, and Testing

English

Developments in the Study of Cointegrated Economic Variables

English