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Disambiguation of "Granger, C W J"

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

, and . Econometrica, 55 (2): 251-276 (1987)

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C W Strüder

C J Schumacher

J C Kämmer

J. C. Whitaker

J C Schmidt

 

Other publications of authors with the same name

Long memory relationships and the aggregation of dynamic models. Journal of Econometrics, 14 (2): 227--238 (October 1980)Interval forecasting : An analysis based upon ARCH-quantile estimators, , and . Journal of Econometrics, 40 (1): 87--96 (January 1989)Testing for causality : A personal viewpoint. Journal of Economic Dynamics and Control, (1980)Economic Processes Involving Feedback. Inf. Control., 6 (1): 28-48 (March 1963)Some recent development in a concept of causality. Journal of Econometrics, 39 (1-2): 199--211 (00 1988)Large returns, conditional correlation and portfolio diversification: a value-at-risk approach, and . Quantitative Finance, 1 (5): 542--551 (2001)The use of R2 to determine the appropriate transformation of regression variables, and . Journal of Econometrics, 4 (3): 205--210 (August 1976)Causality, cointegration, and control. Journal of Economic Dynamics and Control, 12 (2-3): 551--559 (00 1988)Some properties of time series data and their use in econometric model specification. Journal of Econometrics, 16 (1): 121--130 (May 1981)Experience with using the Box-Cox transformation when forecasting economic time series, and . Journal of Econometrics, 10 (1): 57--69 (April 1979)