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Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction

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  • Elliott, Graham
  • Taylor, AM Robert

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  • Elliott, Graham & Taylor, AM Robert, 2014. "Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction," University of California at San Diego, Economics Working Paper Series qt6vn2z5bj, Department of Economics, UC San Diego.
    • Handle: RePEc:cdl:ucsdec:qt6vn2z5bj
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    References listed on IDEAS

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    1. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    2. Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S., 1990. "Seasonal integration and cointegration," Journal of Econometrics, Elsevier, vol. 44(1-2), pages 215-238.
    3. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
    4. Granger, C. W. J., 1980. "Long memory relationships and the aggregation of dynamic models," Journal of Econometrics, Elsevier, vol. 14(2), pages 227-238, October.
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