Essays in Econometrics

Auteur: Granger, Clive W. J.
Editeur: Cambridge University Press
These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value.
Sur commande
These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value.
ISBN / EAN 9780521796491
Auteur Granger, Clive W. J.
Editeur Cambridge University Press