articleTop 10% cited
Long memory relationships and the aggregation of dynamic models
Journal of Econometrics · 1980 · Vol. 14(2) · pp. 227–238
Clive W. J. Granger✉(University of California, San Diego)
Complex Systems and Time Series AnalysisTime Series Analysis and ForecastingFinancial Risk and Volatility ModelingSeries (stratigraphy)UnivariateAggregate (composite)Variance (accounting)Long memorySimple (philosophy)EconometricsMathematicsStatistical physicsFunction (biology)
Citations
1,474
FWCI
9.40
field-weighted impact
References
12
Percentile
97%
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Citations per year
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References
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The Economic Journal · 2000 · 1,797 citations
Time Series Analysis: Forecasting and Control
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