articleTop 10% cited
Some properties of time series data and their use in econometric model specification
Journal of Econometrics · 1981 · Vol. 16(1) · pp. 121–130
Clive W. J. Granger✉(University of California, San Diego)
Market Dynamics and VolatilityFinancial Risk and Volatility ModelingComplex Systems and Time Series AnalysisCointegrationEconometricsGeopoliticsIndex (typography)EconomicsTime seriesAutoregressive modelSeries (stratigraphy)Structural breakShock (circulatory)
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2,383
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16.13
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References
Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom
The Economic Journal · 1978 · 1,612 citations
Long memory relationships and the aggregation of dynamic models
Journal of Econometrics · 1980 · 1,474 citations
Time Series Analysis: Forecasting and Control
Journal of Marketing Research · 1977 · 19,299 citations
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