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Essays in econometrics : collected papers of clive W.J. Granger. Volume II, Causality, integration and cointegration, and long memory /

Granger, Clive William John 1934-

Essays in econometrics : collected papers of clive W.J. Granger. Volume II, Causality, integration and cointegration, and long memory / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson - Cambridge : Cambridge Univ. Press, 2001 - 378 p. : ill. - Econometric Society monographs ; no. 33 .

Includes bibliographical references and index

ISBN: 0521796490

Subjects--Topical Terms:
ECONOMETRICS

LC Class. No.: HB139 / G726E

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Essays in econometrics : collected papers of clive W.J. Granger. Volume II, Causality, integration and cointegration, and long memory /

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