论文经典,来之不易!(Top 10)
1.Causality in the Long Run
Clive W. J. Granger; Jin-Lung Lin
Econometric Theory, Vol. 11, No. 3. (Aug., 1995), pp. 530-536.
2.Estimation of Common Long-Memory Components in Cointegrated Systems
Jesus Gonzalo; Clive Granger
Journal of Business & Economic Statistics, Vol. 13, No. 1. (Jan., 1995), pp. 27-35.
3.Developments in the Nonlinear Analysis of Economic Series
Clive W. J. Granger
The Scandinavian Journal of Economics, Vol. 93, No. 2, Proceedings of a Conference on New Approaches to Empirical Macroeconomics. (Jun., 1991), pp. 263- 276.
4.What are We Learning About the Long-Run?
Clive W. J. Granger
The Economic Journal, Vol. 103, No. 417. (Mar., 1993), pp. 307-317.
5.Controversy: On Modelling the Long Run in Applied Economics
On Modelling the Long Run in Applied Economics
Clive W. J. Granger
The Economic Journal, Vol. 107, No. 440. (Jan., 1997), pp. 169-177.
6.Can We Improve the Perceived Quality of Economic Forecasts?
Clive W. J. Granger
Journal of Applied Econometrics, Vol. 11, No.5, Special Issue: Econometric Forecasting. (Sep. - Oct., 1996), pp. 455-473.
7.A Review of Some Recent Textbooks of Econometrics
Clive W. J. Granger
Journal of Economic Literature, Vol. 32, No. 1. (Mar., 1994), pp. 115-122.
8.Some Consequences of the Valuation Model When Expectations are Taken to be Optimum Forecasts
Clive W. J. Granger
The Journal of Finance, Vol. 30, No. 1. (Mar., 1975), pp. 135-145.
9.Time Series Analysis, Cointegration, and Applications
Clive W. J. Granger
The American Economic Review, Vol. 94, No. 3. (Jun., 2004), pp. 421-425.
10."Infinite Variance" and Research Strategy in Time Series Analysis
Clive W. J. Granger; Daniel Orr
Journal of the American Statistical Association, Vol. 67, No. 338. (Jun., 1972), pp. 275-285.
2003年诺贝尔经济学奖获得者,格兰杰教授被认为是世界上最伟大的计量经济学家之一,瑞典皇家科学院曾说,“他不仅是研究员们学习的光辉典范,而且也是金融分析家的楷模。”无数经济学专业的学生奋斗一生,也只是为了能远远看到他的背影。他在利用数学模型分析时间序列数据方面的实证研究,给全世界打开了一扇窥探经济运行规律,特别是金融市场运行规律的大门。正因如此,我们可以对股市和汇市浩如烟海的数据进行分析整理,并预测今后的走势。
Clive W. J. Granger
【典藏下载系列1】世界顶尖经济学家著作集锦
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