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

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Bibliographic Details
Main Authors: Granger C. W. J. (Clive William John), 1934-
Group Author: Ghysels Eric, 1956-; Swanson Norman R.; (Norman Rasmus), 1964-; Watson Mark W.
Published: Cambridge University Press,
Publisher Address: Cambridge New York
Publication Dates: 2001.
Literature type: Book
Language: English
Series: Econometric Society monographs ; no. 32-33
Subjects:
Carrier Form: 2 v.: ill. ; 24 cm.
ISBN: 0521796970 (set : pbk.)
0521804078 (set : hard.)
0521772974 (v. 1)
0521774969 (v. 1 : pbk.)
052179207X (v. 2)
0521796490 (v. 2 : pbk.)
Index Number: F224
CLC: F224.0
Call Number: F224.0/G758
Contents: Includes bibliographical references and index.
v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.