Essays in econometrics:collected papers of Clive W.J. Granger
Saved in:
Main Authors: | |
---|---|
Corporate Authors: | |
Group Author: | ; ; ; |
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. |