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

Saved in:
Bibliographic Details
Main Authors: Granger C. W. J. (Clive William John), 1934-
Corporate Authors: NetLibrary, Inc.
Group Author: Swanson Norman R.; (Norman Rasmus), 1964-; Watson Mark W.; Ghysels Eric, 1956-
Published: Cambridge University Press,
Publisher Address: Cambridge
Publication Dates: 2001.
Literature type: Book
Language: English
Series: Econometric Society monographs ; no. 32-33
Subjects:
Online Access: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=120803
Carrier Form: 2 v. in 1: ill. ; 24 cm.
ISBN: 0511066767 (electronic bk.)
9780511066764 (electronic bk.)
Index Number: F224
CLC: F224.0
Contents: Includes bibliographical references and index.
v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.