Essays in econometrics : collected papers of Clive W. J. Granger /

Main Author: Granger, Clive W. J.
Corporate Author: Cambridge University Press
Other Authors: Ghysels, Eric, Swanson, R. N.
Format: Book
Language:English
Published: Cambridge, UK New York, NY: Cambridge University Press, c2001
Series:Econometric Society monographs 33
Subjects:
Table of Contents:
  • Τ. 1: Spectal analysis, seasonality, nonlinearity, methodology and forecasting - τ. 2: Casuality, integration and cointegration, and long memory.