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

v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.

Bibliographic Details
Main Authors: 349909 Granger, C. W. J. (Clive William John), 1934-, Ghysels, Eric, 1956-, Swanson, Norman R. (Norman Rasmus), 1964-, Watson, Mark W.
Format:
Language:eng
Published: Cambridge : Cambridge University Press, 2001
Subjects: