Essays in econometrics : collected papers of Clive W.J. Granger
edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson
- Cambridge Cambridge University Press 2001
- 2 v. 23 cm
- Econometric Society Monographs 32 .
- Econometric Society Monographs .
Recopilación de artículos del autor publicados en diversas revistas de econometría
Volume I: Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- Volume II: Causality, integration and cointegration and long memory