Essays in econometrics collected papers of Clive W J Granger

Essays in econometrics collected papers of Clive W J Granger - Cambridge Cambridge University Press 2001 - xix,523p. ill. ; 24 cm. - Econometric Society monographs ; no. 32-33 .

Includes bibliographical references and index.

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

9780521772976

00034306


Econometrics.

HB139 / .G69 2001

330.015195 / ES-

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