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Vol. 3 No. 3 (2010): Special Issue on Granger Econometrics and Statistical Modeling
Vol. 3 No. 3 (2010): Special Issue on Granger Econometrics and Statistical Modeling
Dedicated to the Memory of Prof. Sir Clive W. J. Granger
Published:
2010-05-26
Special Issue on Granger Econometrics and Statistical Modeling
Editor’s Forward for the Granger Special Volume
Hamparsum Bozdogan
331-336
PDF
Institutional and Personal Tributes to Professor Sir Clive W.J. Granger
EJPAM .
337-346
PDF
A Modern Approach to Teaching Econometrics
David F. Hendry, Bent Nielsen
347-370
PDF
Bootstrapping the Shrinkage Least Absolute Deviations Estimator
Tae-Hwan Kim, Halbert White
371-381
PDF
Predictive Subset VAR Modeling Using the Genetic Algorithm and Information Complexity
Andrew Howe, Hamparsum Bozdogan
382-405
PDF
K-th Moving, Weighted and Exponential Moving Average for Time Series Forecasting Models
Chris P. Tsokos
406-416
PDF
Law of Iterated Logarithm and Strong Consistency in Poisson Regression Model Selection
Guoqi Qian
417-434
PDF
A Generalization of Durbin-Watson Statistic
Arjun K. Gupta, D.G. Kabe, S. Niwitpong
435-442
PDF
Stylized Facts of Financial Time Series and Three Popular Models of Volatility
Hans Malmsten, Timo Teräsvirta
443-477
PDF
Diffusion Index Models and Index Proxies: Recent Results and New Directions
Nii Ayi Armah, Norman R. Swanson
478-501
PDF
Variance-ratio Tests Robust to a Break in Drift
Yunmi Kim, Tae-Hwan Kim
502-518
PDF
A Generalization of the Concept of Cointegration to Harmonizable and Class (KF) Processes
Roselyne Joyeux
519-530
PDF
A New Skew-normal Model for the Application-oriented Skew-t Model
John T. Chen
531-540
PDF
Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements
Norman Morin
541-571
PDF
Approximating Expectation Functionals for Financial Optimization
N.C.P. Edirisinghe
572-592
PDF
Autobiography
Clive W.J. Granger
593-601
PDF
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EJPAM IN THE NEWS
Oxford University announces Nobel Laureate Sir Clive W.J. Granger Special Issue.
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Journal of Algebraic Statistics
Journal of Analytics
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