Clive W. J. Granger - Concepedia

Author

Clive W. J. Granger

Also Known As

A. Andersen, C Granger, C W J Granger, C W J Granger,, C. Granger, C. W. Granger, C. W. J Granger, C. W. J. GRANGER, C. W. J. Granger, C.W.J. GRANGER

523

Publications

97.8K

Citations

113

H-Index

217

Concepts

All Affiliations

University of California San Diego University of Nottingham Tinbergen Institute

About

Clive W. J. Granger is an author at University of California San Diego specializing in business, economics, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	68	123	58.4K
2	Engineering	52	82	24.5K
3	Education	3	3	156
4	Humanities	2	2	301
5	Arts	1	1	34

Clive W. J. Granger

213

Publications

82.6K

Citations

H-Index

Page 1

	Year	Citations
Investigating Causal Relations by Econometric Models and Cross-spectral Methods Clive W. J. Granger Econometrica Cross SpectrumApparent Instantaneous CausalityCommunicationCausal Relation ExtractionSocial Sciences	1969	22.4K
Spurious regressions in econometrics Clive W. J. Granger, Paul Newbold Journal of Econometrics Econometric ModelEconomicsSpurious RegressionsBusinessEconomic Analysis	1974	6.1K
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING Clive W. J. Granger, Roselyne Joyeux Journal of Time Series Analysis EngineeringFractional-order SystemFractional DynamicMemoryNonlinear Time Series	1980	3.3K
A long memory property of stock market returns and a new model Zhuanxin Ding, Clive W. J. Granger, Robert F. Engle Journal of Empirical Finance Empirical FinanceEconomicsFinancial EconomicsAsset PricingNew Model	1993	3.3K
The Combination of Forecasts John M. Bates, Clive W. J. Granger Journal of the Operational Research Society	1969	3.1K
Some recent development in a concept of causality Clive W. J. Granger Journal of Econometrics Cognitive ScienceRecent DevelopmentCausalityPublic HealthCausal Reasoning	1988	2.9K
DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES Clive W. J. Granger Oxford Bulletin of Economics and Statistics EconomicsMacroeconomicsExchange Rate MovementBusinessEconometrics	1986	2.6K
Some properties of time series data and their use in econometric model specification Clive W. J. Granger Journal of Econometrics Econometric ModelEconomicsEconomic ForecastingEngineeringBusiness	1981	2.4K
Testing for causality Clive W. J. Granger Journal of Economic Dynamics and Control EngineeringSoftware TestingCausalityCausal StructureCausal Reasoning	1980	1.7K
Long memory relationships and the aggregation of dynamic models Clive W. J. Granger Journal of Econometrics Storage (Memory)EngineeringMachine LearningData ScienceMemory System	1980	1.5K

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