Tác phẩm Clive Granger

  • Granger, C. W. J. (1966). “The typical spectral shape of an economic variable”. Econometrica 34 (1): 150–161. JSTOR 1909859. doi:10.2307/1909859. 
  • Granger, C. W. J. (1969). “Investigating causal relations by econometric models and cross-spectral methods”. Econometrica 37 (3): 424–438. JSTOR 1912791. doi:10.2307/1912791. 
  • Granger, C. W. J. and Bates, J. (1969). “The combination of forecasts”. Operations Research Quarterly 20 (4): 451–468. doi:10.1057/jors.1969.103. 
  • Granger, C. W. J. and Hatanaka, M. (1964). Spectral Analysis of Economic Time Series. Princeton, NJ: Đại học Princeton Press. ISBN 0-691-04177-6. 
  • Morgenstern, Oskar; Granger, Clive W. J. (1970). Predictability of stock market prices. Lexington, Massachusetts: Lexington Books (D. C. Heath and Company). tr. xxiii+303. 
  • Granger, C. W. J. and Joyeux, R. (1980). “An introduction to long-memory time series models and fractional differencing”. Journal of Time Series Analysis 1: 15–30. doi:10.1111/j.1467-9892.1980.tb00297.x. 
  • Granger, C. W. J. and Newbold, P. (1974). “Spurious regressions in econometrics”. Journal of Econometrics 2 (2): 111–120. doi:10.1016/0304-4076(74)90034-7. 
  • Granger, C. W. J. and Newbold, P. (1977). Forecasting Economic Time Series. Academic Press. 
  • Engle, R. F. and Granger, C. W. J. (1987). “Co-integration and error-correction: Representation, estimation and testing”. Econometrica 55 (2): 251–276. JSTOR 1913236. doi:10.2307/1913236.