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" Essays in econometrics : "
edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.
Document Type
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BL
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Record Number
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631244
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Doc. No
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dltt
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Main Entry
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Granger, C. W. J., (Clive William John),1934-2009
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Title & Author
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Essays in econometrics : : collected papers of Clive W.J. Granger /\ edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.
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Publication Statement
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Cambridge ;New York :: Cambridge University Press,, 2001.
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Series Statement
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Econometric Society monographs ;; no. 32-33
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Page. NO
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2 v. :: ill. ;; 24 cm.
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ISBN
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0521796490
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: 0521804078 (set : hard.)
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: 0521772974 (v. 1)
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: 0521774969 (v. 1 : pbk.)
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: 052179207X (v. 2)
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: 0521796970
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Bibliographies/Indexes
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Includes bibliographical references and index.
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Contents
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v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.
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Subject
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Econometrics.
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LC Classification
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HB139.G69
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Added Entry
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Ghysels, Eric,1956-
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Swanson, Norman R., (Norman Rasmus),1964-
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Watson, Mark W.
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