Granger, Clive W. J.

Essays in econometrics ; collected papers of Clive W. J. Granger / - Cambridge: Cambridge University Press, 2001 - V.1 - xix, 523p. V.2 - xviii, 378p. - Econometric Society Monographs 32 Econometric Society Monographs 33 .

Library has:- V.1 - Spectral analysis, seasonality, nonlinearity, methodology and forecasting ;
V.2 - Causality, integration and cointegration and long memory

0521796970

330.183 / G758.EE