Vol. 3 No. 3 (2010): Special Issue on Granger Econometrics and Statistical Modeling

Special Issue on Granger Econometrics and Statistical Modeling

• Editor’s Forward for the Granger Special Volume

  Hamparsum Bozdogan

  331-336

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• Institutional and Personal Tributes to Professor Sir Clive W.J. Granger

  EJPAM .

  337-346

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• A Modern Approach to Teaching Econometrics

  David F. Hendry, Bent Nielsen

  347-370

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• Bootstrapping the Shrinkage Least Absolute Deviations Estimator

  Tae-Hwan Kim, Halbert White

  371-381

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• Predictive Subset VAR Modeling Using the Genetic Algorithm and Information Complexity

  Andrew Howe, Hamparsum Bozdogan

  382-405

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• K-th Moving, Weighted and Exponential Moving Average for Time Series Forecasting Models

  Chris P. Tsokos

  406-416

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• Law of Iterated Logarithm and Strong Consistency in Poisson Regression Model Selection

  Guoqi Qian

  417-434

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• A Generalization of Durbin-Watson Statistic

  Arjun K. Gupta, D.G. Kabe, S. Niwitpong

  435-442

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• Stylized Facts of Financial Time Series and Three Popular Models of Volatility

  Hans Malmsten, Timo Teräsvirta

  443-477

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• Diffusion Index Models and Index Proxies: Recent Results and New Directions

  Nii Ayi Armah, Norman R. Swanson

  478-501

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• Variance-ratio Tests Robust to a Break in Drift

  Yunmi Kim, Tae-Hwan Kim

  502-518

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• A Generalization of the Concept of Cointegration to Harmonizable and Class (KF) Processes

  Roselyne Joyeux

  519-530

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• A New Skew-normal Model for the Application-oriented Skew-t Model

  John T. Chen

  531-540

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• Likelihood Ratio Tests on Cointegrating Vectors, Disequilibrium Adjustment Vectors, and Their Orthogonal Complements

  Norman Morin

  541-571

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• Approximating Expectation Functionals for Financial Optimization

  N.C.P. Edirisinghe

  572-592

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• Autobiography

  Clive W.J. Granger

  593-601

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