Time Series Analysis, Cointegration, and Applications

Author： Granger Clive W.G.  

Publisher： American Economic Association

ISSN： 0002-8282

Source： The American Economic Review, Vol.94, Iss.3, 2004-06, pp. : 421-425

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Cointegration and market efficiency: a time series analysis of the Greek drachma

By Diamandis Panayiotis F.   Kouretas Georgios P.  

Applied Economics Letters, Vol. 2, Iss. 8, 1995-08 ,pp. : 271-277

Routledge Ltd

Access to resources Recommend Favorite

Cointegration and Wagner's hypothesis: time series evidence for Canada

By Ahsan Syed M.   Kwan Andy C. C.   Sahni Balbir S.  

Applied Economics, Vol. 28, Iss. 8, 1996-08 ,pp. : 1055-1058

Routledge Ltd

Access to resources Recommend Favorite

Real interest rate parity in OECD countries: new evidence from time series and panel cointegration techniques

By Magonis George   Tsopanakis Andreas  

Applied Economics Letters, Vol. 20, Iss. 5, 2013-03 ,pp. : 476-479

Routledge Ltd

Access to resources Recommend Favorite

The effect of education on fertility in Taiwan: A time series analysis

By Cheng B.S.   Nwachukwu S.L.S.  

Economics Letters, Vol. 56, Iss. 1, 1997-09 ,pp. : 95-99

Elsevier

Access to resources Recommend Favorite

A simple nonlinear filter for economic time series analysis

By Wen Y.   Zeng B.  

Economics Letters, Vol. 64, Iss. 2, 1999-08 ,pp. : 151-160

Elsevier

Access to resources Recommend Favorite