Essays in econometrics :
Granger, C. W. J. 1934-2009.
Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson. - Cambridge ; New York : Cambridge University Press, 2001. - 2 v. : 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.
0521796970 (set : pbk.) 0521804078 (set : hard.) 0521772974 (v. 1) 0521774969 (v. 1 : pbk.) 052179207X (v. 2) 0521796490 (v. 2 : pbk.)
00034306
Econometrics.
HB139 / .G69 2001
330.015195 GHY
Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson. - Cambridge ; New York : Cambridge University Press, 2001. - 2 v. : 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.
0521796970 (set : pbk.) 0521804078 (set : hard.) 0521772974 (v. 1) 0521774969 (v. 1 : pbk.) 052179207X (v. 2) 0521796490 (v. 2 : pbk.)
00034306
Econometrics.
HB139 / .G69 2001
330.015195 GHY