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Granger, Clive William John

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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
457 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 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

73 Publications have been cited 3,408 times in 2,705 Documents Cited by Year
Co-integration and error correction: Representation, estimation, and testing. Zbl 0613.62140
Engle, Robert F.; Granger, C. W. J.
671
1987
An introduction to long-memory time series models and fractional differencing. Zbl 0503.62079
Granger, C. W. J.; Joyeux, Roselyne
468
1980
Investigating causal relations by econometric models and cross-spectral methods. Zbl 1366.91115
Granger, C. W. J.
426
1969
Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108
Granger, C. W. J.
191
1980
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
150
1993
Seasonal integration and cointegration. Zbl 0709.62102
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S.
149
1990
Spurious regressions in econometrics. Zbl 0319.62072
Granger, C. W. J.; Newbold, P.
123
1974
An introduction to bilinear time series models. Zbl 0379.62074
Granger, Clive William John; Andersen, Allan Paul
117
1978
Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626
Ding, Zhuanxin; Granger, Clive W. J.
103
1996
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
92
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.
73
1993
Varieties of long memory models. Zbl 0854.62100
Granger, Clive W. J.; Ding, Zhuanxin
50
1996
Prediction with a generalized cost of error function. Zbl 0174.21901
Granger, C. W. J.
48
1969
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
47
2010
Forecasting transformed series. Zbl 0344.62076
Granger, C. W. J.; Newbold, P.
46
1976
On the invertibility of time series models. Zbl 0387.62076
Granger, C. W. J.; Andersen, Allan
42
1978
An introduction to stochastic unit-root processes. Zbl 0885.62100
Granger, Clive W. J.; Swanson, Norman R.
37
1997
A dependence metric for possibly nonlinear processes. Zbl 1062.62178
Granger, C. W.; Maasoumi, E.; Racine, J.
37
2004
A simple nonlinear time series model with misleading linear properties. Zbl 0918.90044
Granger, Clive W. J.; Teräsvirta, Timo
34
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
33
1991
Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S.
31
1993
Spectral analysis of economic time series. Zbl 0128.14701
Granger, C. W. J.
27
1964
Properties of nonlinear transformations of fractionally integrated processes. Zbl 1043.62071
Dittmann, Ingolf; Granger, Clive W. J.
26
2002
Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067
Granger, Clive; Lin, Jin-Lung
26
1994
Advertising and aggregate consumption: An analysis of causality. Zbl 0442.90012
Ashley, R.; Granger, C. W. J.; Schmalensee, R.
23
1980
Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022
Granger, C. W. J.
23
1995
“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.
18
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
18
1995
Economic processes involving feedback. Zbl 0123.37502
Granger, C. W. J.
17
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.
15
1997
Aggregation of space-time processes. Zbl 1034.62092
Giacomini, Raffaella; Granger, Clive W. J.
13
2004
Forecasting in business and economics. Zbl 0458.90003
Granger, C. W. J.
12
1980
Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115
Granger, Clive W. J.
11
2008
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520
Granger, C. W. J.; Siklos, Pierre L.
10
1995
Non-linear time series modelling. Zbl 0465.62085
Granger, C. W. J.; Andersen, A.
10
1978
Common factors in conditional distributions for bivariate time series. Zbl 1337.62263
Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J.
10
2006
The past and future of empirical finance: some personal comments. Zbl 1334.62004
Granger, Clive W. J.
9
2005
Some generalizations on the algebra of I(1) processes. Zbl 0772.62065
Ermini, Luigi; Granger, Clive W. J.
8
1993
Nonlinear stochastic trends. Zbl 0944.62122
Granger, Clive W. J.; Inoue, Tomoo; Morin, Norman
8
1997
Some thoughts on the development of cointegration. Zbl 1431.62617
Granger, Clive W. J.
7
2010
Consideration of trends in time series. Zbl 1266.62071
White, Halbert; Granger, Clive W. J.
6
2011
Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116
Nelson, Harold L.; Granger, C. W. J.
6
1979
Generating mechanisms, models, and causality. Zbl 0533.62095
Granger, C. W. J.
6
1982
Handbook of economic forecasting. Volume 1. Zbl 1273.91014
6
2006
Implications of seeing economic variables through an aggregation window. Zbl 0808.90041
Granger, C. W. J.
5
1993
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.
5
2001
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573
Silvapulle, P.; Granger, C. W. J.
5
2001
The effect of aggregation on nonlinearity. Zbl 1063.62605
Granger, Clive W. J.; Lee, Tae-Hwy
4
1999
Overview of nonlinear macroeconometric empirical models. Zbl 1004.91063
Granger, Clive W. J.
4
2001
A dialogue concerning a new instrument for econometric modeling. Zbl 1161.62453
Granger, Clive W. J.; Hendry, David F.
4
2005
Applications of spectral analysis in econometrics. Zbl 0536.62096
Granger, C. W. J.; Engle, Robert
4
1983
A quick test for serial correlation suitable for use with non-stationary time series. Zbl 0114.10704
Granger, C. W. J.
4
1963
Models that generate trends. Zbl 0669.93070
Granger, C. W. J.
3
1988
Regime-sensitive cointegration with an application to interest-rate parity. Zbl 0916.90051
Siklos, Pierre L.; Granger, Clive W. J.
3
1997
Nearer-normality and some econometric models. Zbl 0413.62010
Granger, C. W. J.
3
1979
Data mining with local model specification uncertainty: A discussion of Hoover and Perez. Zbl 0962.91529
Granger, Clive; Timmermann, Allan
3
1999
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
Reasonable extreme-bounds analysis. Zbl 0693.62095
Granger, Clive W. J.; Uhlig, Harald F.
2
1990
Extracting information from mega-panels and high-frequency data. Zbl 0924.62122
Granger, C. W. J.
2
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
Forecasting performance of information criteria with many macro series. Zbl 1121.62383
Granger, Clive W. J.; Jeon, Yongil
2
2004
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
Useful conclusions from surprising results. Zbl 1443.62263
Granger, Clive W. J.
2
2012
Positively related processes and cointegration. Zbl 0879.62080
Granger, C. W. J.
1
1993
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.
1
2001
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
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
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.
6
2011
Modelling nonlinear economic time series. Zbl 1305.62010
Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W. J.
47
2010
Some thoughts on the development of cointegration. Zbl 1431.62617
Granger, Clive W. J.
7
2010
Non-linear models: where do we go next - time varying parameter models? Zbl 1193.91115
Granger, Clive W. J.
11
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
Common factors in conditional distributions for bivariate time series. Zbl 1337.62263
Granger, Clive W. J.; Teräsvirta, Timo; Patton, Andrew J.
10
2006
Handbook of economic forecasting. Volume 1. Zbl 1273.91014
6
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.
9
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.
37
2004
Aggregation of space-time processes. Zbl 1034.62092
Giacomini, Raffaella; Granger, Clive W. J.
13
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.
26
2002
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.
5
2001
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach. Zbl 1405.91573
Silvapulle, P.; Granger, C. W. J.
5
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.
1
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
34
1999
The effect of aggregation on nonlinearity. Zbl 1063.62605
Granger, Clive W. J.; Lee, Tae-Hwy
4
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.
2
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.
37
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.
15
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.
3
1997
Modeling volatility persistence of speculative returns: a new approach. Zbl 1075.91626
Ding, Zhuanxin; Granger, Clive W. J.
103
1996
Varieties of long memory models. Zbl 0854.62100
Granger, Clive W. J.; Ding, Zhuanxin
50
1996
Modelling nonlinear relationships between extended-memory variables. Zbl 0826.90022
Granger, C. W. J.
23
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
18
1995
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration. Theory and evidence. Zbl 0925.62520
Granger, C. W. J.; Siklos, Pierre L.
10
1995
Using the mutual information coefficient to identify lags in nonlinear models. Zbl 0807.62067
Granger, Clive; Lin, Jin-Lung
26
1994
Modelling nonlinear economic relationships. Zbl 0893.90030
Granger, Clive W. J.; Teräsvirta, Timo
150
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.
73
1993
Seasonal cointegration. The Japanese consumption function (with discussion). Zbl 0761.62164
Engle, R. F.; Granger, C. W. J.; Hylleberg, S.; Lee, H. S.
31
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.
5
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
33
1991
Seasonal integration and cointegration. Zbl 0709.62102
Hylleberg, S.; Engle, R. F.; Granger, C. W. J.; Yoo, B. S.
149
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.
671
1987
Forecasting economic time series. 2nd ed. Zbl 0642.90001
Granger, C. W. J.; Newbold, Paul
92
1986
Time series analysis of error-correction models. Zbl 0547.62060
Granger, C. W. J.; Weiss, A. A.
18
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
468
1980
Long memory relationships and the aggregation of dynamic models. Zbl 0466.62108
Granger, C. W. J.
191
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.
23
1980
Forecasting in business and economics. Zbl 0458.90003
Granger, C. W. J.
12
1980
Experience with using the Box-Cox transformation when forecasting economic time series. Zbl 0399.62116
Nelson, Harold L.; Granger, C. W. J.
6
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
117
1978
On the invertibility of time series models. Zbl 0387.62076
Granger, C. W. J.; Andersen, Allan
42
1978
Non-linear time series modelling. Zbl 0465.62085
Granger, C. W. J.; Andersen, A.
10
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.
46
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.
123
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.
426
1969
Prediction with a generalized cost of error function. Zbl 0174.21901
Granger, C. W. J.
48
1969
Spectral analysis of economic time series. Zbl 0128.14701
Granger, C. W. J.
27
1964
Economic processes involving feedback. Zbl 0123.37502
Granger, C. W. J.
17
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 3,410 Authors

24 Franses, Philip Hans
24 Phillips, Peter Charles Bonest
24 Surgailis, Donatas
23 Gil-Alana, Luis Alberiko
23 Granger, Clive William John
22 Taylor, A. M. Robert
20 Tjøstheim, Dag B.
19 Beran, Jan
17 Hassler, Uwe
17 Hendry, David F.
17 Kapetanios, George
14 Leipus, Remigijus
14 Teräsvirta, Timo
13 Nielsen, Morten Ørregaard
13 Petrović, Ljiljana
13 Taqqu, Murad S.
12 Giraitis, Liudas
12 Guégan, Dominique
12 Robinson, Peter Michael
12 Rodrigues, Paulo M. M.
11 del Barrio Castro, Tomas
11 Gourieroux, Christian
11 Lee, Tae-Hwy
11 Östermark, Ralf
11 Peiris, M. Shelton
10 Baillie, Richard T.
10 Boswijk, H. Peter
10 Chen, Cathy W. S.
10 Chiu, Mei Choi
10 Cook, Steven C.
10 Ghysels, Eric
10 Hidalgo, Javier
10 Lütkepohl, Helmut
10 Reisen, Valdério Anselmo
10 Saikkonen, Pentti
10 White, Halbert Lynn jun.
9 Dufour, Jean-Marie
9 Haldrup, Niels
9 Hualde, Javier
9 Johansen, Søren Glud
9 King, Maxwell Leslie
9 Leonenko, Nikolai N.
9 McAleer, Michael
9 Paruolo, Paolo
9 Shang, Pengjian
9 Shin, Dongwan
9 Shin, Yongcheol
9 Sibbertsen, Philipp
9 Swanson, Norman Rasmus
9 Valjarević, Dragana
9 Wang, Shouyang
9 Wong, Hoi Ying
9 Xiao, Zhijie
9 Zaffaroni, Paolo
8 Bibi, Abdelouahab
8 Caporale, Guglielmo Maria
8 Eichler, Michael
8 Gao, Jiti
8 Hong, Yongmiao
8 Koul, Hira Lal
8 Lieberman, Offer
8 Maasoumi, Esfandiar
8 Newbold, Paul
8 Osborn, Denise R.
8 Perron, Pierre
8 Pesaran, M. Hashem
8 Poskitt, Donald Stephen
8 Triacca, Umberto
8 Wang, Qiying
8 Wu, Wei Biao
7 Ahn, Sung Ki
7 Bisaglia, Luisa
7 Ghosh, Sucharita
7 Hallin, Marc
7 Horváth, Lajos
7 Inoue, Akihiko
7 Kokoszka, Piotr S.
7 Lu, Zudi
7 Palma, Wilfredo
7 Park, Joon Y.
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 I. Hoyos
7 Wang, Lihong
6 Blake, Andrew Peter
6 Bollerslev, Tim
6 Breitung, Jorg
6 Castle, Jennifer L.
6 Diongue, Abdou Kâ
6 Engle, Robert Fry
6 Faes, Luca
6 Franchi, Massimo
6 Jasiak, Joann
...and 3,310 more Authors
all top 5

Cited in 291 Serials

453 Journal of Econometrics
182 Economics Letters
163 Journal of Time Series Analysis
106 Econometric Theory
92 Econometric Reviews
76 Journal of Economic Dynamics & Control
73 Computational Statistics and Data Analysis
70 Statistics & Probability Letters
66 Journal of Applied Statistics
60 Quantitative Finance
53 Journal of Statistical Planning and Inference
51 Communications in Statistics. Theory and Methods
46 Communications in Statistics. Simulation and Computation
41 Journal of Statistical Computation and Simulation
37 European Journal of Operational Research
32 The Annals of Statistics
31 Physica A
28 Mathematics and Computers in Simulation
25 Journal of Multivariate Analysis
24 Statistical Papers
22 The Econometrics Journal
19 Computational Statistics
18 Mathematical and Computer Modelling
18 Chaos
17 Biological Cybernetics
17 International Journal of Theoretical and Applied Finance
16 Stochastic Processes and their Applications
15 Computational Economics
13 Chaos, Solitons and Fractals
13 Open Economies Review
13 Electronic Journal of Statistics
13 Journal of Time Series Econometrics
12 Annals of the Institute of Statistical Mathematics
12 Automatica
12 Insurance Mathematics & Economics
12 Statistical Methods and Applications
11 Kybernetika
11 Neural Computation
11 Bernoulli
11 Macroeconomic Dynamics
10 Lithuanian Mathematical Journal
10 Statistical Science
10 Annals of Operations Research
10 Journal of Computational Neuroscience
10 Asia-Pacific Financial Markets
10 Annals of Finance
9 International Journal of Systems Science
9 Applied Mathematics and Computation
9 Journal of the American Statistical Association
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 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 Communications in Nonlinear Science and Numerical Simulation
8 Journal of Statistical Theory and Practice
8 European Journal of Pure and Applied Mathematics
8 Statistics and Computing
7 Advances in Applied Probability
7 The Canadian Journal of Statistics
7 Physica D
7 Statistics
7 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
7 Mathematical Problems in Engineering
7 Journal of Systems Science and Complexity
7 Entropy
7 Journal of Forecasting
7 Journal of the Korean Statistical Society
7 The Annals of Applied Statistics
6 Journal of Applied Probability
6 Fractals
6 Journal of Nonparametric Statistics
6 North American Actuarial Journal
5 Journal of Computational and Applied Mathematics
5 Probability Theory and Related Fields
5 International Journal of Approximate Reasoning
5 The Annals of Applied Probability
5 Lifetime Data Analysis
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Discrete Dynamics in Nature and Society
5 Statistical Inference for Stochastic Processes
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
5 Japanese Journal of Statistics and Data Science
4 Journal of Mathematical Analysis and Applications
4 Scandinavian Journal of Statistics
4 Information Sciences
4 Sequential Analysis
4 Computers & Operations Research
4 Statistische Hefte
4 Test
4 Scandinavian Actuarial Journal
4 ASTIN Bulletin
4 Review of Derivatives Research
...and 191 more Serials
all top 5

Cited in 38 Fields

2,105 Statistics (62-XX)
881 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
338 Probability theory and stochastic processes (60-XX)
258 Numerical analysis (65-XX)
90 Biology and other natural sciences (92-XX)
66 Operations research, mathematical programming (90-XX)
62 Systems theory; control (93-XX)
52 Dynamical systems and ergodic theory (37-XX)
48 Computer science (68-XX)
39 Information and communication theory, circuits (94-XX)
28 Geophysics (86-XX)
24 Harmonic analysis on Euclidean spaces (42-XX)
23 Statistical mechanics, structure of matter (82-XX)
17 Combinatorics (05-XX)
17 Ordinary differential equations (34-XX)
14 General and overarching topics; collections (00-XX)
14 Linear and multilinear algebra; matrix theory (15-XX)
13 History and biography (01-XX)
12 Real functions (26-XX)
9 Difference and functional equations (39-XX)
8 Measure and integration (28-XX)
7 Functional analysis (46-XX)
7 Operator theory (47-XX)
7 Calculus of variations and optimal control; optimization (49-XX)
5 Mathematical logic and foundations (03-XX)
5 Fluid mechanics (76-XX)
3 Special functions (33-XX)
2 Partial differential equations (35-XX)
2 Approximations and expansions (41-XX)
2 Mechanics of particles and systems (70-XX)
1 Category theory; homological algebra (18-XX)
1 Integral equations (45-XX)
1 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Mechanics of deformable solids (74-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Quantum theory (81-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year

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