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Granger, Clive William John (b. 1934 d. 2009)

Author ID: granger.clive-william-john Recent zbMATH articles by "Granger, Clive William John"
Published as: Granger, C. W. J.; Granger, Clive W. J.; Granger, Clive; Granger, Clive William John; Granger, C. W.
External Links: MGP · Wikidata · dblp · GND · IdRef
Awards: Nobel Memorial Prize in Economic Sciences (2003)
Documents Indexed: 81 Publications since 1963, including 8 Books
1 Contribution as Editor · 3 Further Contributions
Biographic References: 7 Publications
Co-Authors: 43 Co-Authors with 57 Joint Publications
487 Co-Co-Authors
all top 5

Co-Authors

26 single-authored
6 Newbold, Paul
4 Engle, Robert Fry
4 Swanson, Norman Rasmus
4 Teräsvirta, Timo
3 Andersen, Allan Paul
3 Jeon, Yongil
3 Lin, Jin-Lung
3 Watson, Mark W.
3 White, Halbert Lynn jun.
2 Ding, Zhuanxin
2 Ghysels, Eric
2 Hylleberg, Svend
2 Lee, Tae-Hwy
2 Siklos, Pierre L.
2 Timmermann, Allan G.
1 Anderson, Oliver D.
1 Ashley, Richard A.
1 Ball, R. J.
1 Barari, M.
1 Barnard, George A.
1 Beale, Evelyn Martin Lansdowne
1 Blasing, T. J.
1 Bulmer, M. G.
1 Chambers, Paul E.
1 Chen, Chung
1 Chu, Yea-Jane
1 Deistler, Manfred
1 Denman, K.
1 Dittmann, Ingolf
1 Elliott, Graham
1 Emanuel, William R.
1 Ermini, Luigi
1 Francis, Neville
1 Giacomini, Raffaella
1 Gibbs, Tanton H.
1 Gowdy, C. M.
1 Hall, Stephen G. F.
1 Hallman, Jeff
1 Hendry, David F.
1 Hunter, Edward
1 Hyung, Namwon
1 Inoue, Tomoo
1 Jenkins, Gwilym Meirion
1 Joyeux, Roselyne
1 Kelley, J. C.
1 Kendall, Maurice George
1 King, Maxwell Leslie
1 Kirk, Bernadette L.
1 Lee, Hahn Shik
1 Liou, R. W.
1 Maasoumi, Esfandiar
1 Machina, Mark J.
1 Man, K. S.
1 Mao, Ching-Sheng
1 Morin, Norman
1 Mulholland, Robert J.
1 Neave, Henry R.
1 Nelson, Harold L.
1 Orr, Daniel
1 Overton, W. Scott
1 Patton, Andrew J.
1 Platt, Trevor
1 Poole, Robert W.
1 Reed, G. V.
1 Rust, Bert W.
1 Schmalensee, Richard
1 Seeley, R. G.
1 Shugart, H. H. jun.
1 Silvapulle, Paramsothy
1 Teeri, J. A.
1 Tiao, George C.
1 Tjøstheim, Dag B.
1 Tsay, Ruey S.
1 Uhlig, Harald F.
1 van der Vaart, H. Robert
1 Waung, W. Y.-Y.
1 Weiss, Andrew A.
1 West, D. C.
1 Whittle, Peter
1 Yau, Ruey
1 Yoo, Byung Sam
1 Zellner, Arnold

Publications by Year

Citations contained in zbMATH Open

74 Publications have been cited 3,801 times in 3,021 Documents Cited by Year
Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140
Engle, Robert F.; Granger, C. W. J.
753
1987
An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079
Granger, C. W. J.; Joyeux, Roselyne
512
1980
Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115
Granger, C. W. J.
494
1969
Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108
Granger, C. W. J.
203
1980
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
175
1993
Seasonal integration and cointegration. Zbl 0709.62102
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S.
159
1990
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
136
1974
An introduction to bilinear time series models. Zbl 0379.62074
Granger, Clive William John; Andersen, Allan Paul
132
1978
Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626
Ding, Zhuanxin; Granger, Clive W. J.
107
1996
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
97
1986
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055
Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J.
81
1993
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
60
2010
Prediction with a generalized cost of error function. Zbl 0174.21901
Granger, C. W. J.
53
1969
Varieties of long memory models. Zbl 0854.62100
Granger, Clive W. J.; Ding, Zhuanxin
53
1996
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
48
1976
On the invertibility of time series models. Zbl 0387.62076
Granger, C. W. J.; Andersen, Allan
44
1978
A dependence metric for possibly nonlinear processes. Zbl 1062.62178
Granger, C. W.; Maasoumi, E.; Racine, J.
42
2004
An introduction to stochastic unit-root processes. Zbl 0885.62100
Granger, Clive W. J.; Swanson, Norman R.
41
1997
A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044
Granger, Clive W. J.; Teräsvirta, Timo
35
1999
On the synthesis of time series and econometric models. Zbl 0541.62106
Granger, C. W. J.
34
1980
Nonlinear transformations of integrated time series. Zbl 0721.62088
Granger, C. W. J.; Hallman, Jeff
34
1991
Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S.
32
1993
Spectral analysis of economic time series. Zbl 0128.14701
Granger, C. W. J.
31
1964
Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071
Dittmann, Ingolf; Granger, Clive W. J.
27
2002
Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067
Granger, Clive; Lin, Jin-Lung
27
1994
Handbook of economic forecasting. Volume 1. Zbl 1273.91014
26
2006
Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022
Granger, C. W. J.
24
1995
Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012
Ashley, R.; Granger, C. W. J.; Schmalensee, R.
24
1980
Economic processes involving feedback. Zbl 0123.37502
Granger, C. W. J.
22
1963
“Infinite variance” and research strategy in time series analysis. Zbl 0237.62056
Granger, Clive W. J.; Orr, Daniel
21
1972
Time series analysis of error-correction models. Zbl 0547.62060
Granger, C. W. J.; Weiss, A. A.
19
1983
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
19
1995
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Zbl 0889.62076
Swanson, Norman R.; Granger, Clive W. J.
18
1997
Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115
Granger, Clive W. J.
16
2008
Aggregation of space-time processes. Zbl 1034.62092
Giacomini, Raffaella; Granger, Clive W. J.
14
2004
Forecasting in business and economics. Zbl 0458.90003
Granger, C. W. J.
13
1980
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520
Granger, C. W. J.; Siklos, Pierre L.
12
1995
Non-linear time series modelling. Zbl 0465.62085
Granger, C. W. J.; Andersen, A.
11
1978
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573
Silvapulle, P.; Granger, C. W. J.
11
2001
The past and future of empirical finance: some personal comments. Zbl 1334.62004
Granger, Clive W. J.
10
2005
Common factors in conditional distributions for bivariate time series. Zbl 1337.62263
Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J.
10
2006
Some thoughts on the development of cointegration. Zbl 1431.62617
Granger, Clive W. J.
10
2010
Nonlinear stochastic trends. Zbl 0944.62122
Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman
8
1997
Some generalizations on the algebra of I(1) processes. Zbl 0772.62065
Ermini, Luigi; Granger, Clive W. J.
8
1993
Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116
Nelson, Harold L.; Granger, C. W. J.
7
1979
Essays in econometrics: collected papers of Clive W. J. Granger. Vol. I: Spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01013
Granger, Clive W. J.
7
2001
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
7
2011
Generating mechanisms, models, and causality. Zbl 0533.62095
Granger, C. W. J.
6
1982
Implications of seeing economic variables through an aggregation window. Zbl 0808.90041
Granger, C. W. J.
6
1993
The effect of aggregation on nonlinearity. Zbl 1063.62605
Granger, Clive W. J.; Lee, Tae-Hwy
5
1999
Extracting information from mega-panels and high-frequency data. Zbl 0924.62122
Granger, C. W. J.
5
1998
Applications of spectral analysis in econometrics. Zbl 0536.62096
Granger, C. W. J.; Engle, Robert
4
1983
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
4
2005
Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051
Siklos, Pierre L.; Granger, Clive W. J.
4
1997
Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063
Granger, Clive W. J.
4
2001
A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704
Granger, C. W. J.
4
1963
Essays in econometrics: collected papers of Clive W. J. Granger. Vol. II: Causality, integration and cointegration, and long memory. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01014
Granger, Clive W. J.
4
2001
Models that generate trends. Zbl 0669.93070
Granger, C. W. J.
3
1988
Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529
Granger, Clive; Timmermann, Allan
3
1999
Nearer-normality and some econometric models. Zbl 0413.62010
Granger, C. W. J.
3
1979
Forecasting performance of information criteria with many macro series. Zbl 1121.62383
Granger, Clive W. J.; Jeon, Yongil
2
2004
A time series approach to econometric models of Taiwan’s economy. (With comments and rejoinder). Zbl 0916.62088
Tiao, G. C.; Tsay, R. S.; Man, K. S.; Chu, Y. J.; Xu, K. K.; Chen, C.; Lin, J. L.; Hsu, C. M.; Lin, C. F.; Mao, C. S.; Ho, C. S.; Liou, R. W.; Yang, Y. F.
2
1998
Dynamics of model overfitting measured in terms of autoregressive roots. Zbl 1126.62117
Granger, Clive W. J.; Jeon, Yongil
2
2006
Reasonable extreme-bounds analysis. Zbl 0693.62095
Granger, Clive W. J.; Uhlig, Harald F.
2
1990
Introduction to m-m processes. Zbl 1337.62153
Granger, Clive W. J.; Hyung, Namwon
2
2006
Useful conclusions from surprising results. Zbl 1443.62263
Granger, Clive W. J.
2
2012
Management of supply chain: an alternative modelling technique for forecasting. Zbl 1163.90362
Datta, S.; Granger, C. W. J.; Barari, M.; Gibbs, T.
2
2007
Macroeconometrics – past and future. (With comments). Zbl 1099.62550
Granger, Clive W. J.
1
2001
The use of \(R^2\) to determine the appropriate transformation of regression variables. Zbl 0333.62043
Granger, C. W. J.; Newbold, P.
1
1976
Tendency towards normality of linear combinations of random variables. Zbl 0346.62024
Granger, C. W. J.
1
1976
Time series and spectral methods in econometrics. Zbl 0578.62095
Granger, C. W. J.; Watson, Mark W.
1
1984
Positively related processes and cointegration. Zbl 0879.62080
Granger, C. W. J.
1
1993
Identification of two-way causal systems. Zbl 0385.62073
Granger, C. W. J.; Newbold, P.
1
1977
Forecasting – looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam. Zbl 1420.01019
Granger, Clive W. J.
1
2007
Useful conclusions from surprising results. Zbl 1443.62263
Granger, Clive W. J.
2
2012
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
7
2011
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
60
2010
Some thoughts on the development of cointegration. Zbl 1431.62617
Granger, Clive W. J.
10
2010
Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115
Granger, Clive W. J.
16
2008
Management of supply chain: an alternative modelling technique for forecasting. Zbl 1163.90362
Datta, S.; Granger, C. W. J.; Barari, M.; Gibbs, T.
2
2007
Forecasting – looking back and forward: paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam. Zbl 1420.01019
Granger, Clive W. J.
1
2007
Handbook of economic forecasting. Volume 1. Zbl 1273.91014
26
2006
Common factors in conditional distributions for bivariate time series. Zbl 1337.62263
Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J.
10
2006
Dynamics of model overfitting measured in terms of autoregressive roots. Zbl 1126.62117
Granger, Clive W. J.; Jeon, Yongil
2
2006
Introduction to m-m processes. Zbl 1337.62153
Granger, Clive W. J.; Hyung, Namwon
2
2006
The past and future of empirical finance: some personal comments. Zbl 1334.62004
Granger, Clive W. J.
10
2005
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
4
2005
A dependence metric for possibly nonlinear processes. Zbl 1062.62178
Granger, C. W.; Maasoumi, E.; Racine, J.
42
2004
Aggregation of space-time processes. Zbl 1034.62092
Giacomini, Raffaella; Granger, Clive W. J.
14
2004
Forecasting performance of information criteria with many macro series. Zbl 1121.62383
Granger, Clive W. J.; Jeon, Yongil
2
2004
Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071
Dittmann, Ingolf; Granger, Clive W. J.
27
2002
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573
Silvapulle, P.; Granger, C. W. J.
11
2001
Essays in econometrics: collected papers of Clive W. J. Granger. Vol. I: Spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01013
Granger, Clive W. J.
7
2001
Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063
Granger, Clive W. J.
4
2001
Essays in econometrics: collected papers of Clive W. J. Granger. Vol. II: Causality, integration and cointegration, and long memory. Edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Zbl 1051.01014
Granger, Clive W. J.
4
2001
Macroeconometrics – past and future. (With comments). Zbl 1099.62550
Granger, Clive W. J.
1
2001
A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044
Granger, Clive W. J.; Teräsvirta, Timo
35
1999
The effect of aggregation on nonlinearity. Zbl 1063.62605
Granger, Clive W. J.; Lee, Tae-Hwy
5
1999
Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529
Granger, Clive; Timmermann, Allan
3
1999
Extracting information from mega-panels and high-frequency data. Zbl 0924.62122
Granger, C. W. J.
5
1998
A time series approach to econometric models of Taiwan’s economy. (With comments and rejoinder). Zbl 0916.62088
Tiao, G. C.; Tsay, R. S.; Man, K. S.; Chu, Y. J.; Xu, K. K.; Chen, C.; Lin, J. L.; Hsu, C. M.; Lin, C. F.; Mao, C. S.; Ho, C. S.; Liou, R. W.; Yang, Y. F.
2
1998
An introduction to stochastic unit-root processes. Zbl 0885.62100
Granger, Clive W. J.; Swanson, Norman R.
41
1997
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Zbl 0889.62076
Swanson, Norman R.; Granger, Clive W. J.
18
1997
Nonlinear stochastic trends. Zbl 0944.62122
Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman
8
1997
Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051
Siklos, Pierre L.; Granger, Clive W. J.
4
1997
Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626
Ding, Zhuanxin; Granger, Clive W. J.
107
1996
Varieties of long memory models. Zbl 0854.62100
Granger, Clive W. J.; Ding, Zhuanxin
53
1996
Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022
Granger, C. W. J.
24
1995
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
19
1995
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520
Granger, C. W. J.; Siklos, Pierre L.
12
1995
Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067
Granger, Clive; Lin, Jin-Lung
27
1994
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
175
1993
Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests. Zbl 0766.62055
Lee, Tae-Hwy; White, Halbert; Granger, Clive W. J.
81
1993
Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S.
32
1993
Some generalizations on the algebra of I(1) processes. Zbl 0772.62065
Ermini, Luigi; Granger, Clive W. J.
8
1993
Implications of seeing economic variables through an aggregation window. Zbl 0808.90041
Granger, C. W. J.
6
1993
Positively related processes and cointegration. Zbl 0879.62080
Granger, C. W. J.
1
1993
Nonlinear transformations of integrated time series. Zbl 0721.62088
Granger, C. W. J.; Hallman, Jeff
34
1991
Seasonal integration and cointegration. Zbl 0709.62102
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S.
159
1990
Reasonable extreme-bounds analysis. Zbl 0693.62095
Granger, Clive W. J.; Uhlig, Harald F.
2
1990
Models that generate trends. Zbl 0669.93070
Granger, C. W. J.
3
1988
Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140
Engle, Robert F.; Granger, C. W. J.
753
1987
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
97
1986
Time series and spectral methods in econometrics. Zbl 0578.62095
Granger, C. W. J.; Watson, Mark W.
1
1984
Time series analysis of error-correction models. Zbl 0547.62060
Granger, C. W. J.; Weiss, A. A.
19
1983
Applications of spectral analysis in econometrics. Zbl 0536.62096
Granger, C. W. J.; Engle, Robert
4
1983
Generating mechanisms, models, and causality. Zbl 0533.62095
Granger, C. W. J.
6
1982
An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079
Granger, C. W. J.; Joyeux, Roselyne
512
1980
Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108
Granger, C. W. J.
203
1980
On the synthesis of time series and econometric models. Zbl 0541.62106
Granger, C. W. J.
34
1980
Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012
Ashley, R.; Granger, C. W. J.; Schmalensee, R.
24
1980
Forecasting in business and economics. Zbl 0458.90003
Granger, C. W. J.
13
1980
Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116
Nelson, Harold L.; Granger, C. W. J.
7
1979
Nearer-normality and some econometric models. Zbl 0413.62010
Granger, C. W. J.
3
1979
An introduction to bilinear time series models. Zbl 0379.62074
Granger, Clive William John; Andersen, Allan Paul
132
1978
On the invertibility of time series models. Zbl 0387.62076
Granger, C. W. J.; Andersen, Allan
44
1978
Non-linear time series modelling. Zbl 0465.62085
Granger, C. W. J.; Andersen, A.
11
1978
Identification of two-way causal systems. Zbl 0385.62073
Granger, C. W. J.; Newbold, P.
1
1977
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
48
1976
The use of \(R^2\) to determine the appropriate transformation of regression variables. Zbl 0333.62043
Granger, C. W. J.; Newbold, P.
1
1976
Tendency towards normality of linear combinations of random variables. Zbl 0346.62024
Granger, C. W. J.
1
1976
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
136
1974
“Infinite variance” and research strategy in time series analysis. Zbl 0237.62056
Granger, Clive W. J.; Orr, Daniel
21
1972
Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115
Granger, C. W. J.
494
1969
Prediction with a generalized cost of error function. Zbl 0174.21901
Granger, C. W. J.
53
1969
Spectral analysis of economic time series. Zbl 0128.14701
Granger, C. W. J.
31
1964
Economic processes involving feedback. Zbl 0123.37502
Granger, C. W. J.
22
1963
A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704
Granger, C. W. J.
4
1963
all top 5

Cited by 3,885 Authors

26 Phillips, Peter Charles Bonest
26 Surgailis, Donatas
25 Gil-Alana, Luis Alberiko
24 Franses, Philip Hans
23 Granger, Clive William John
23 Taylor, A. M. Robert
22 Tjøstheim, Dag B.
20 Beran, Jan
19 Hassler, Uwe
18 Kapetanios, George
17 Hendry, David F.
16 Petrović, Ljiljana
16 Teräsvirta, Timo
15 Leipus, Remigijus
14 Li, Wai Keung
14 Peiris, M. Shelton
13 del Barrio Castro, Tomas
13 Giraitis, Liudas
13 Guégan, Dominique
13 Nielsen, Morten Ørregaard
13 Robinson, Peter Michael
13 Rodrigues, Paulo M. M.
13 Taqqu, Murad S.
12 Baillie, Richard T.
12 Valjarević, Dragana
11 Chiu, Mei Choi
11 Gourieroux, Christian
11 Lee, Tae-Hwy
11 Östermark, Ralf
11 Wang, Shouyang
11 Wong, Hoi Ying
10 Boswijk, H. Peter
10 Chen, Cathy W. S.
10 Cook, Steven C.
10 Gao, Jiti
10 Ghysels, Eric
10 Hidalgo, Javier
10 Leonenko, Nikolai N.
10 Lütkepohl, Helmut
10 McAleer, Michael
10 Paruolo, Paolo
10 Reisen, Valdério Anselmo
10 Saikkonen, Pentti
10 Shang, Pengjian
10 Shin, Yongcheol
10 Sibbertsen, Philipp
10 White, Halbert Lynn jun.
9 Bibi, Abdelouahab
9 Dufour, Jean-Marie
9 Haldrup, Niels
9 Hong, Yongmiao
9 Hualde, Javier
9 Johansen, Søren Glud
9 King, Maxwell Leslie
9 Koul, Hira Lal
9 Osborn, Denise R.
9 Perron, Pierre
9 Pesaran, M. Hashem
9 Shin, Dongwan
9 Swanson, Norman Rasmus
9 Triacca, Umberto
9 Wang, Qiying
9 Xiao, Zhijie
9 Zaffaroni, Paolo
8 Caporale, Guglielmo Maria
8 Eichler, Michael
8 Inoue, Akihiko
8 Lahiri, Soumendra Nath
8 Lieberman, Offer
8 Maasoumi, Esfandiar
8 Newbold, Paul
8 Poskitt, Donald Stephen
8 Tu, Yundong
8 Wong, Wing-Keung
7 Ahn, Sung Ki
7 Bisaglia, Luisa
7 Bollerslev, Tim
7 Cubadda, Gianluca
7 Ghosh, Sucharita
7 Hallin, Marc
7 Horváth, Lajos
7 Kokoszka, Piotr S.
7 Li, Degui
7 Lu, Zudi
7 Palma, Wilfredo
7 Park, Joon Y.
7 Peel, David A.
7 Philippe, Anne
7 Proietti, Tommaso
7 Psaradakis, Zacharias
7 Sabzikar, Farzad
7 Serletis, Apostolos
7 Sornette, Didier
7 Stanley, H. Eugene
7 Thavaneswaran, Aerambamoorthy
7 Trapani, Lorenzo
7 Tsai, Henghsiu
7 Velasco, Carlos
7 Wang, Lihong
7 Wu, Wei Biao
...and 3,785 more Authors
all top 5

Cited in 318 Serials

477 Journal of Econometrics
187 Economics Letters
184 Journal of Time Series Analysis
112 Econometric Theory
101 Econometric Reviews
83 Journal of Economic Dynamics & Control
80 Computational Statistics and Data Analysis
71 Statistics & Probability Letters
68 Journal of Applied Statistics
66 Quantitative Finance
63 Studies in Nonlinear Dynamics and Econometrics
57 Journal of Statistical Planning and Inference
57 Communications in Statistics. Simulation and Computation
56 Communications in Statistics. Theory and Methods
43 Journal of Statistical Computation and Simulation
42 Physica A
38 European Journal of Operational Research
37 The Annals of Statistics
28 Mathematics and Computers in Simulation
25 Journal of Multivariate Analysis
24 Statistical Papers
22 The Econometrics Journal
20 Computational Statistics
18 Mathematical and Computer Modelling
18 Stochastic Processes and their Applications
18 Chaos
17 Biological Cybernetics
17 Automatica
17 International Journal of Theoretical and Applied Finance
16 Asia-Pacific Financial Markets
15 Journal of the American Statistical Association
15 Computational Economics
15 Open Economies Review
14 Annals of Operations Research
14 Statistical Methods and Applications
14 Electronic Journal of Statistics
13 Annals of the Institute of Statistical Mathematics
13 Insurance Mathematics & Economics
13 Bernoulli
13 Journal of Time Series Econometrics
11 Lithuanian Mathematical Journal
11 Kybernetika
11 Neural Computation
11 Macroeconomic Dynamics
10 Statistical Science
10 Journal of Computational Neuroscience
10 Communications in Nonlinear Science and Numerical Simulation
10 Statistics and Computing
10 Annals of Finance
9 International Journal of Systems Science
9 Chaos, Solitons and Fractals
9 Applied Mathematics and Computation
9 Physica D
9 Applied Stochastic Models in Business and Industry
8 Computers & Mathematics with Applications
8 International Journal of Control
8 Metrika
8 Stochastic Analysis and Applications
8 Statistics
8 Nonlinear Dynamics
8 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
8 Journal of Systems Science and Complexity
8 Journal of Statistical Theory and Practice
8 European Journal of Pure and Applied Mathematics
8 The Annals of Applied Statistics
7 Advances in Applied Probability
7 The Canadian Journal of Statistics
7 Journal of Applied Probability
7 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
7 Mathematical Problems in Engineering
7 Entropy
7 North American Actuarial Journal
7 Journal of Forecasting
7 Journal of the Korean Statistical Society
7 Bulletin of Economic Research
6 International Statistical Review
6 Journal of Computational and Applied Mathematics
6 International Journal of Approximate Reasoning
6 Fractals
6 Journal of Nonparametric Statistics
6 Statistical Inference for Stochastic Processes
6 Japanese Journal of Statistics and Data Science
5 Information Sciences
5 Probability Theory and Related Fields
5 Neural Networks
5 The Annals of Applied Probability
5 Test
5 Lifetime Data Analysis
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 CEJOR. Central European Journal of Operations Research
5 Scandinavian Actuarial Journal
5 AStA. Allgemeines Statistisches Archiv
5 Stochastics
5 Computational & Mathematical Methods in Medicine
5 Journal of the Italian Statistical Society
5 Science China. Mathematics
4 Journal of Mathematical Analysis and Applications
4 Scandinavian Journal of Statistics
4 Sequential Analysis
4 Computers & Operations Research
...and 218 more Serials
all top 5

Cited in 38 Fields

2,385 Statistics (62-XX)
1,008 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
362 Probability theory and stochastic processes (60-XX)
253 Numerical analysis (65-XX)
96 Biology and other natural sciences (92-XX)
68 Operations research, mathematical programming (90-XX)
68 Systems theory; control (93-XX)
59 Dynamical systems and ergodic theory (37-XX)
58 Computer science (68-XX)
48 Information and communication theory, circuits (94-XX)
29 Geophysics (86-XX)
27 Harmonic analysis on Euclidean spaces (42-XX)
23 Statistical mechanics, structure of matter (82-XX)
20 Ordinary differential equations (34-XX)
17 Combinatorics (05-XX)
16 General and overarching topics; collections (00-XX)
14 History and biography (01-XX)
14 Linear and multilinear algebra; matrix theory (15-XX)
13 Real functions (26-XX)
11 Difference and functional equations (39-XX)
9 Measure and integration (28-XX)
9 Calculus of variations and optimal control; optimization (49-XX)
8 Operator theory (47-XX)
7 Functional analysis (46-XX)
6 Mathematical logic and foundations (03-XX)
6 Fluid mechanics (76-XX)
4 Special functions (33-XX)
4 Partial differential equations (35-XX)
3 Approximations and expansions (41-XX)
2 Integral equations (45-XX)
2 Algebraic topology (55-XX)
2 Mechanics of particles and systems (70-XX)
1 Category theory; homological algebra (18-XX)
1 Sequences, series, summability (40-XX)
1 General topology (54-XX)
1 Mechanics of deformable solids (74-XX)
1 Quantum theory (81-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year

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