Essays in econometrics:collected papers of Clive W.J. Granger
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Main Authors: | |
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Group Author: | ; ; ; |
Published: |
Cambridge University Press,
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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. |