Time Series Analysis, Cointegration, and Applications

Clive W. J. Granger

No 2004-02, University of California at San Diego, Economics Working Paper Series from Department of Economics, UC San Diego

Abstract: This is the speech that Professor Granger gave at Nobel Prize Awards 2004

Keywords: Time Series; co-integration (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm and nep-ets
Date: 2004-09-29
Note: oai:cdlib1.org:ucsdecon-1019
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Related works:
Working Paper: Time Series Analysis, Cointegration, and Applications (2003)
Journal Article: Time Series Analysis, Cointegration, and Applications (2004)
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