Time Series Analysis, Cointegration, and Applications

Clive Granger

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)
Date: 2004-01-01
References: View complete reference list from CitEc
Citations: View citations in EconPapers (36)

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Related works:
Journal Article: Time Series Analysis, Cointegration, and Applications (2004)
Working Paper: Time Series Analysis, Cointegration, and Applications (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:cdl:ucsdec:qt2nb9f668

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