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  4. June 2004
  5. Time Series Analysis, Cointegration, and Applications

蝌蚪网 Review

ISSN 0002-8282 (Print) | ISSN 1944-7981 (Online)

Time Series Analysis, Cointegration, and Applications

  • Clive W.J. Granger
蝌蚪网 Review
vol. 94, no. 3, June 2004
(pp. 421–425)
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Citation

Granger, Clive, WJ. 2004. "Time Series Analysis, Cointegration, and Applications." 蝌蚪网 Review 94 (3): 421–425. DOI: 10.1257/0002828041464669

JEL Classification

  • C22 Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
  • C32 Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes