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## Granger, Clive William John

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 Author ID: granger.clive-william-john Published as: Granger, Clive W. J.; Granger, C. W. J.; Granger, Clive William John; Granger, Clive; Granger, C. W. External Links: MGP · Wikidata · dblp · GND · IdRef Awards: Nobel Memorial Prize in Economic Sciences (2003)
 Documents Indexed: 82 Publications since 1963, including 9 Books Biographic References: 7 Publications
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#### Co-Authors

 29 single-authored 5 Newbold, Paul 4 Engle, Robert Fry 4 Teräsvirta, Timo 3 Andersen, Allan Paul 3 Jeon, Yongil 3 White, Halbert Lynn jun. 2 Ding, Zhuanxin 2 Hylleberg, Svend 2 Lee, Tae-Hwy 2 Lin, Jin-Lung 2 Siklos, Pierre L. 2 Swanson, Norman Rasmus 2 Timmermann, Allan G. 1 Ashley, Richard A. 1 Barari, M. 1 Dittmann, Ingolf 1 Elliott, Graham 1 Ermini, Luigi 1 Francis, Neville 1 Giacomini, Raffaella 1 Gibbs, Tanton H. 1 Hallman, Jeff 1 Hendry, David F. 1 Hyung, Namwon 1 Inoue, Tomoo 1 Joyeux, Roselyne 1 King, Maxwell Leslie 1 Lee, Hahn Shik 1 Maasoumi, Esfandiar 1 Machina, Mark J. 1 Morin, Norman 1 Neave, Henry R. 1 Nelson, Harold L. 1 Orr, Daniel 1 Patton, Andrew J. 1 Schmalensee, Richard 1 Silvapulle, Paramsothy 1 Tjøstheim, Dag B. 1 Uhlig, Harald F. 1 Watson, Mark W. 1 Weiss, Andrew A. 1 Yau, Ruey 1 Yoo, Byung Sam
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#### Serials

 26 Journal of Econometrics 6 Journal of Time Series Analysis 5 Econometrica 3 Journal of the American Statistical Association 3 Macroeconomic Dynamics 2 Econometric Society Monographs 2 Advanced Texts in Econometrics 1 Metrika 1 Information and Control 1 International Economic Review 1 Journal of the Operational Research Society 1 Statistica Neerlandica 1 Ricerche Economiche 1 Econometric Reviews 1 Economics Letters 1 Journal of the Royal Statistical Society. Series B 1 Stochastic Processes and their Applications 1 Studies in Nonlinear Dynamics and Econometrics 1 The Econometrics Journal 1 Journal of Applied Statistics 1 Econometric Theory 1 Quantitative Finance 1 Operational Research Quarterly 1 Angewandte Statistik und Ökonometrie 1 Journal of Time Series Econometrics 1 Revue de l’Institut International de Statistique 1 Handbooks in Economics
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#### Fields

 66 Statistics (62-XX) 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 History and biography (01-XX) 6 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Numerical analysis (65-XX)

#### Citations contained in zbMATH Open

72 Publications have been cited 3,207 times in 2,533 Documents Cited by Year
Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140
Engle, Robert F.; Granger, C. W. J.
1987
An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079
Granger, C. W. J.; Joyeux, Roselyne
1980
Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115
Granger, C. W. J.
1969
Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108
Granger, C. W. J.
1980
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
1993
Seasonal integration and cointegration. Zbl 0709.62102
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S.
1990
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
1974
An introduction to bilinear time series models. Zbl 0379.62074
Granger, Clive William John; Andersen, Allan Paul
1978
Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626
Ding, Zhuanxin; Granger, Clive W. J.
1996
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
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.
1993
Prediction with a generalized cost of error function. Zbl 0174.21901
Granger, C. W. J.
1969
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
1976
Varieties of long memory models. Zbl 0854.62100
Granger, Clive W. J.; Ding, Zhuanxin
1996
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
2010
On the invertibility of time series models. Zbl 0387.62076
Granger, C. W. J.; Andersen, Allan
1978
On the synthesis of time series and econometric models. Zbl 0541.62106
Granger, C. W. J.
1980
A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044
Granger, Clive W. J.; Teräsvirta, Timo
1999
An introduction to stochastic unit-root processes. Zbl 0885.62100
Granger, Clive W. J.; Swanson, Norman R.
1997
Nonlinear transformations of integrated time series. Zbl 0721.62088
Granger, C. W. J.; Hallman, Jeff
1991
Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S.
1993
A dependence metric for possibly nonlinear processes. Zbl 1062.62178
Granger, C. W.; Maasoumi, E.; Racine, J.
2004
Spectral analysis of economic time series. Zbl 0128.14701
Granger, C. W. J.
1964
Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071
Dittmann, Ingolf; Granger, Clive W. J.
2002
Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022
Granger, C. W. J.
1995
Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012
Ashley, R.; Granger, C. W. J.; Schmalensee, R.
1980
Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067
Granger, Clive; Lin, Jin-Lung
1994
“Infinite variance” and research strategy in time series analysis. Zbl 0237.62056
Granger, Clive W. J.; Orr, Daniel
1972
Comments on testing economic theories and the use of model selection criteria. Zbl 0925.62521
Granger, Clive W. J.; King, Maxwell L.; White, Halbert
1995
Time series analysis of error-correction models. Zbl 0547.62060
Granger, C. W. J.; Weiss, A. A.
1983
Economic processes involving feedback. Zbl 0123.37502
Granger, C. W. J.
1963
Impulse response functions based on a causal approach to residual orthogonalization in vector autoregressions. Zbl 0889.62076
Swanson, Norman R.; Granger, Clive W. J.
1997
Aggregation of space-time processes. Zbl 1034.62092
Giacomini, Raffaella; Granger, Clive W. J.
2004
Forecasting in business and economics. Zbl 0458.90003
Granger, C. W. J.
1980
Non-linear time series modelling. Zbl 0465.62085
Granger, C. W. J.; Andersen, A.
1978
Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115
Granger, Clive W. J.
2008
Common factors in conditional distributions for bivariate time series. Zbl 1337.62263
Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J.
2006
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520
Granger, C. W. J.; Siklos, Pierre L.
1995
Some generalizations on the algebra of I(1) processes. Zbl 0772.62065
Ermini, Luigi; Granger, Clive W. J.
1993
Nonlinear stochastic trends. Zbl 0944.62122
Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman
1997
The past and future of empirical finance: some personal comments. Zbl 1334.62004
Granger, Clive W. J.
2005
Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116
Nelson, Harold L.; Granger, C. W. J.
1979
Generating mechanisms, models, and causality. Zbl 0533.62095
Granger, C. W. J.
1982
Implications of seeing economic variables through an aggregation window. Zbl 0808.90041
Granger, C. W. J.
1993
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
2011
Handbook of economic forecasting. Volume 1. Zbl 1273.91014
Elliott, Graham (ed.); Granger, C. W. J. (ed.); Timmermann, Allan (ed.)
2006
Some thoughts on the development of cointegration. Zbl 1431.62617
Granger, Clive W. J.
2010
The effect of aggregation on nonlinearity. Zbl 1063.62605
Granger, Clive W. J.; Lee, Tae-Hwy
1999
Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063
Granger, Clive W. J.
2001
Applications of spectral analysis in econometrics. Zbl 0536.62096
Granger, C. W. J.; Engle, Robert
1983
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
2005
A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704
Granger, C. W. J.
1963
Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529
Granger, Clive; Timmermann, Allan
1999
Nearer-normality and some econometric models. Zbl 0413.62010
Granger, C. W. J.
1979
Models that generate trends. Zbl 0669.93070
Granger, C. W. J.
1988
Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051
Siklos, Pierre L.; Granger, Clive W. J.
1997
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.
2001
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573
Silvapulle, P.; Granger, C. W. J.
2001
Extracting information from mega-panels and high-frequency data. Zbl 0924.62122
Granger, C. W. J.
1998
Dynamics of model overfitting measured in terms of autoregressive roots. Zbl 1126.62117
Granger, Clive W. J.; Jeon, Yongil
2006
Reasonable extreme-bounds analysis. Zbl 0693.62095
Granger, Clive W. J.; Uhlig, Harald F.
1990
Forecasting performance of information criteria with many macro series. Zbl 1121.62383
Granger, Clive W. J.; Jeon, Yongil
2004
Introduction to m-m processes. Zbl 1337.62153
Granger, Clive W. J.; Hyung, Namwon
2006
Macroeconometrics – past and future. (With comments). Zbl 1099.62550
Granger, Clive W. J.
2001
Positively related processes and cointegration. Zbl 0879.62080
Granger, C. W. J.
1993
Tendency towards normality of linear combinations of random variables. Zbl 0346.62024
Granger, C. W. J.
1976
Identification of two-way causal systems. Zbl 0385.62073
Granger, C. W. J.; Newbold, P.
1977
Management of supply chain: an alternative modelling technique for forecasting. Zbl 1163.90362
Datta, S.; Granger, C. W. J.; Barari, M.; Gibbs, T.
2007
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.
2001
The use of $$R^2$$ to determine the appropriate transformation of regression variables. Zbl 0333.62043
Granger, C. W. J.; Newbold, P.
1976
Useful conclusions from surprising results. Zbl 1443.62263
Granger, Clive W. J.
2012
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.
2007
Useful conclusions from surprising results. Zbl 1443.62263
Granger, Clive W. J.
2012
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
2011
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
2010
Some thoughts on the development of cointegration. Zbl 1431.62617
Granger, Clive W. J.
2010
Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115
Granger, Clive W. J.
2008
Management of supply chain: an alternative modelling technique for forecasting. Zbl 1163.90362
Datta, S.; Granger, C. W. J.; Barari, M.; Gibbs, T.
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.
2007
Common factors in conditional distributions for bivariate time series. Zbl 1337.62263
Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J.
2006
Handbook of economic forecasting. Volume 1. Zbl 1273.91014
Elliott, Graham; Granger, C. W. J.; Timmermann, Allan
2006
Dynamics of model overfitting measured in terms of autoregressive roots. Zbl 1126.62117
Granger, Clive W. J.; Jeon, Yongil
2006
Introduction to m-m processes. Zbl 1337.62153
Granger, Clive W. J.; Hyung, Namwon
2006
The past and future of empirical finance: some personal comments. Zbl 1334.62004
Granger, Clive W. J.
2005
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
2005
A dependence metric for possibly nonlinear processes. Zbl 1062.62178
Granger, C. W.; Maasoumi, E.; Racine, J.
2004
Aggregation of space-time processes. Zbl 1034.62092
Giacomini, Raffaella; Granger, Clive W. J.
2004
Forecasting performance of information criteria with many macro series. Zbl 1121.62383
Granger, Clive W. J.; Jeon, Yongil
2004
Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071
Dittmann, Ingolf; Granger, Clive W. J.
2002
Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063
Granger, Clive W. J.
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.
2001
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573
Silvapulle, P.; Granger, C. W. J.
2001
Macroeconometrics – past and future. (With comments). Zbl 1099.62550
Granger, Clive W. J.
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.
2001
A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044
Granger, Clive W. J.; Teräsvirta, Timo
1999
The effect of aggregation on nonlinearity. Zbl 1063.62605
Granger, Clive W. J.; Lee, Tae-Hwy
1999
Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529
Granger, Clive; Timmermann, Allan
1999
Extracting information from mega-panels and high-frequency data. Zbl 0924.62122
Granger, C. W. J.
1998
An introduction to stochastic unit-root processes. Zbl 0885.62100
Granger, Clive W. J.; Swanson, Norman R.
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.
1997
Nonlinear stochastic trends. Zbl 0944.62122
Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman
1997
Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051
Siklos, Pierre L.; Granger, Clive W. J.
1997
Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626
Ding, Zhuanxin; Granger, Clive W. J.
1996
Varieties of long memory models. Zbl 0854.62100
Granger, Clive W. J.; Ding, Zhuanxin
1996
Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022
Granger, C. W. J.
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
1995
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520
Granger, C. W. J.; Siklos, Pierre L.
1995
Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067
Granger, Clive; Lin, Jin-Lung
1994
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
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.
1993
Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S.
1993
Some generalizations on the algebra of I(1) processes. Zbl 0772.62065
Ermini, Luigi; Granger, Clive W. J.
1993
Implications of seeing economic variables through an aggregation window. Zbl 0808.90041
Granger, C. W. J.
1993
Positively related processes and cointegration. Zbl 0879.62080
Granger, C. W. J.
1993
Nonlinear transformations of integrated time series. Zbl 0721.62088
Granger, C. W. J.; Hallman, Jeff
1991
Seasonal integration and cointegration. Zbl 0709.62102
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S.
1990
Reasonable extreme-bounds analysis. Zbl 0693.62095
Granger, Clive W. J.; Uhlig, Harald F.
1990
Models that generate trends. Zbl 0669.93070
Granger, C. W. J.
1988
Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140
Engle, Robert F.; Granger, C. W. J.
1987
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
1986
Time series analysis of error-correction models. Zbl 0547.62060
Granger, C. W. J.; Weiss, A. A.
1983
Applications of spectral analysis in econometrics. Zbl 0536.62096
Granger, C. W. J.; Engle, Robert
1983
Generating mechanisms, models, and causality. Zbl 0533.62095
Granger, C. W. J.
1982
An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079
Granger, C. W. J.; Joyeux, Roselyne
1980
Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108
Granger, C. W. J.
1980
On the synthesis of time series and econometric models. Zbl 0541.62106
Granger, C. W. J.
1980
Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012
Ashley, R.; Granger, C. W. J.; Schmalensee, R.
1980
Forecasting in business and economics. Zbl 0458.90003
Granger, C. W. J.
1980
Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116
Nelson, Harold L.; Granger, C. W. J.
1979
Nearer-normality and some econometric models. Zbl 0413.62010
Granger, C. W. J.
1979
An introduction to bilinear time series models. Zbl 0379.62074
Granger, Clive William John; Andersen, Allan Paul
1978
On the invertibility of time series models. Zbl 0387.62076
Granger, C. W. J.; Andersen, Allan
1978
Non-linear time series modelling. Zbl 0465.62085
Granger, C. W. J.; Andersen, A.
1978
Identification of two-way causal systems. Zbl 0385.62073
Granger, C. W. J.; Newbold, P.
1977
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
1976
Tendency towards normality of linear combinations of random variables. Zbl 0346.62024
Granger, C. W. J.
1976
The use of $$R^2$$ to determine the appropriate transformation of regression variables. Zbl 0333.62043
Granger, C. W. J.; Newbold, P.
1976
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
1974
“Infinite variance” and research strategy in time series analysis. Zbl 0237.62056
Granger, Clive W. J.; Orr, Daniel
1972
Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115
Granger, C. W. J.
1969
Prediction with a generalized cost of error function. Zbl 0174.21901
Granger, C. W. J.
1969
Spectral analysis of economic time series. Zbl 0128.14701
Granger, C. W. J.
1964
Economic processes involving feedback. Zbl 0123.37502
Granger, C. W. J.
1963
A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704
Granger, C. W. J.
1963
all top 5

#### Cited by 3,098 Authors

 24 Franses, Philip Hans 24 Surgailis, Donatas 23 Gil-Alana, Luis Alberiko 23 Granger, Clive William John 23 Phillips, Peter Charles Bonest 19 Beran, Jan 19 Taylor, A. M. Robert 18 Tjøstheim, Dag B. 16 Hassler, Uwe 16 Hendry, David F. 15 Kapetanios, George 14 Leipus, Remigijus 12 Giraitis, Liudas 12 Guégan, Dominique 12 Nielsen, Morten Ørregaard 12 Petrović, Ljiljana 12 Robinson, Peter Michael 12 Rodrigues, Paulo M. M. 12 Taqqu, Murad S. 12 Teräsvirta, Timo 11 Gourieroux, Christian 11 Lee, Tae-Hwy 11 Peiris, M. Shelton 10 Boswijk, H. Peter 10 Cook, Steven C. 10 del Barrio Castro, Tomas 10 Ghysels, Eric 10 Lütkepohl, Helmut 10 Östermark, Ralf 10 Reisen, Valdério Anselmo 10 Saikkonen, Pentti 10 White, Halbert Lynn jun. 9 Baillie, Richard T. 9 Chen, Cathy W. S. 9 Chiu, Mei Choi 9 Dufour, Jean-Marie 9 Haldrup, Niels 9 Hidalgo, Javier 9 Johansen, Søren Glud 9 King, Maxwell Leslie 9 Leonenko, Nikolai N. 9 McAleer, Michael 9 Shin, Dongwan 9 Shin, Yongcheol 9 Swanson, Norman Rasmus 9 Xiao, Zhijie 9 Zaffaroni, Paolo 8 Caporale, Guglielmo Maria 8 Eichler, Michael 8 Hualde, Javier 8 Koul, Hira Lal 8 Maasoumi, Esfandiar 8 Newbold, Paul 8 Paruolo, Paolo 8 Perron, Pierre 8 Pesaran, M. Hashem 8 Poskitt, Donald Stephen 8 Sibbertsen, Philipp 8 Triacca, Umberto 8 Wang, Qiying 8 Wang, Shouyang 8 Wong, Hoi Ying 8 Wu, Wei Biao 7 Ahn, Sung Ki 7 Bibi, Abdelouahab 7 Gao, Jiti 7 Ghosh, Sucharita 7 Hallin, Marc 7 Hong, Yongmiao 7 Horváth, Lajos 7 Inoue, Akihiko 7 Kokoszka, Piotr S. 7 Lieberman, Offer 7 Lu, Zudi 7 Osborn, Denise R. 7 Palma, Wilfredo 7 Park, Joon Y. 7 Stanley, H. Eugene 7 Thavaneswaran, Aerambamoorthy 7 Tsai, Henghsiu 7 Valjarević, Dragana 7 Velasco, Carlos I. Hoyos 7 Wang, Lihong 6 Bisaglia, Luisa 6 Blake, Andrew Peter 6 Bollerslev, Tim 6 Breitung, Jorg 6 Castle, Jennifer L. 6 Engle, Robert Fry 6 Faes, Luca 6 Jasiak, Joann 6 Ko, Kyungduk 6 Lahiri, Soumendra Nath 6 Li, Degui 6 Li, Wai Keung 6 Marmol, Francesc 6 Martin, Gael M. 6 Paap, Richard 6 Paulauskas, Vygantas Ionovič 6 Peel, David A. ...and 2,998 more Authors
all top 5

#### Cited in 273 Serials

 451 Journal of Econometrics 182 Economics Letters 163 Journal of Time Series Analysis 106 Econometric Theory 73 Journal of Economic Dynamics & Control 71 Computational Statistics and Data Analysis 66 Statistics & Probability Letters 58 Journal of Applied Statistics 55 Quantitative Finance 54 Econometric Reviews 53 Journal of Statistical Planning and Inference 46 Communications in Statistics. Theory and Methods 41 Communications in Statistics. Simulation and Computation 39 Journal of Statistical Computation and Simulation 34 European Journal of Operational Research 29 The Annals of Statistics 28 Mathematics and Computers in Simulation 23 Journal of Multivariate Analysis 22 The Econometrics Journal 21 Statistical Papers 18 Mathematical and Computer Modelling 18 Chaos 17 International Journal of Theoretical and Applied Finance 16 Biological Cybernetics 16 Physica A 16 Computational Statistics 15 Stochastic Processes and their Applications 15 Computational Economics 13 Journal of Time Series Econometrics 12 Automatica 12 Electronic Journal of Statistics 11 Annals of the Institute of Statistical Mathematics 11 Kybernetika 11 Insurance Mathematics & Economics 11 Open Economies Review 11 Bernoulli 11 Macroeconomic Dynamics 10 Lithuanian Mathematical Journal 10 Neural Computation 10 Journal of Computational Neuroscience 10 Asia-Pacific Financial Markets 10 Statistical Methods and Applications 10 Annals of Finance 9 International Journal of Systems Science 9 Journal of the American Statistical Association 9 Statistical Science 9 Annals of Operations Research 9 Applied Stochastic Models in Business and Industry 8 Computers & Mathematics with Applications 8 Applied Mathematics and Computation 8 Stochastic Analysis and Applications 8 Nonlinear Dynamics 8 Studies in Nonlinear Dynamics and Econometrics 8 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 8 European Journal of Pure and Applied Mathematics 7 Advances in Applied Probability 7 The Canadian Journal of Statistics 7 International Journal of Control 7 Metrika 7 Physica D 7 Statistics 7 Mathematical Problems in Engineering 7 Communications in Nonlinear Science and Numerical Simulation 7 Journal of Systems Science and Complexity 7 Entropy 7 Journal of Forecasting 7 Journal of Statistical Theory and Practice 7 Statistics and Computing 6 Chaos, Solitons and Fractals 6 Journal of Applied Probability 6 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 6 Journal of Nonparametric Statistics 6 North American Actuarial Journal 6 Journal of the Korean Statistical Society 6 The Annals of Applied Statistics 5 Journal of Computational and Applied Mathematics 5 Probability Theory and Related Fields 5 The Annals of Applied Probability 5 Fractals 5 Lifetime Data Analysis 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 5 CEJOR. Central European Journal of Operations Research 5 AStA. Allgemeines Statistisches Archiv 5 Computational & Mathematical Methods in Medicine 5 Journal of the Italian Statistical Society 5 Science China. Mathematics 4 Scandinavian Journal of Statistics 4 Information Sciences 4 Sequential Analysis 4 International Journal of Approximate Reasoning 4 Statistische Hefte 4 Test 4 Discrete Dynamics in Nature and Society 4 Statistical Inference for Stochastic Processes 4 ASTIN Bulletin 4 Review of Derivatives Research 4 The European Physical Journal B. Condensed Matter and Complex Systems 4 Bulletin of Economic Research 4 Japanese Journal of Statistics and Data Science 3 Journal of Mathematical Analysis and Applications ...and 173 more Serials
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#### Cited in 37 Fields

 1,987 Statistics (62-XX) 833 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 318 Probability theory and stochastic processes (60-XX) 252 Numerical analysis (65-XX) 84 Biology and other natural sciences (92-XX) 60 Operations research, mathematical programming (90-XX) 55 Systems theory; control (93-XX) 50 Dynamical systems and ergodic theory (37-XX) 41 Computer science (68-XX) 35 Information and communication theory, circuits (94-XX) 24 Harmonic analysis on Euclidean spaces (42-XX) 24 Geophysics (86-XX) 15 Ordinary differential equations (34-XX) 14 General and overarching topics; collections (00-XX) 13 History and biography (01-XX) 13 Combinatorics (05-XX) 13 Real functions (26-XX) 12 Linear and multilinear algebra; matrix theory (15-XX) 8 Measure and integration (28-XX) 8 Difference and functional equations (39-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Functional analysis (46-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Operator theory (47-XX) 5 Mathematical logic and foundations (03-XX) 4 Fluid mechanics (76-XX) 3 Special functions (33-XX) 2 Approximations and expansions (41-XX) 2 Mechanics of particles and systems (70-XX) 2 Quantum theory (81-XX) 1 Category theory; homological algebra (18-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Mechanics of deformable solids (74-XX) 1 Astronomy and astrophysics (85-XX)

#### Wikidata Timeline

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