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  3. American Economic Review
  4. June 2004
  5. Time Series Analysis, Cointegration, and Applications

Time Series Analysis, Cointegration, and Applications

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Citation

Granger, Clive, WJ. 2004. "Time Series Analysis, Cointegration, and Applications." American Economic Review, 94 (3): 421-425. DOI: 10.1257/0002828041464669

JEL Classification

  • C22 Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
  • C32 Multiple or Simultaneous Equation Models: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes