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