クライヴ・グレンジャー
C. Heath and Company). pp. xxiii+303.
Granger, C. W. J. and Joyeux, R. (1980). "An introduction to long-memory time series models and fractional differencing". Journal of Time Series Analysis 1: 15–30.
Granger, C. W. J. and Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics 2 (2): 111–120.
Granger, C. W. J. and Newbold, P. (1977). Forecasting Economic Time Series. Academic Press. (Second edition: 1986)
Engle, R. F. and Granger, C. W. J. (1987). "Co-integration and error-correction: Representation, estimation and testing". Econometrica 55 (2): 251–276.