Essays in econometrics : collected papers of Clive W.J. Granger. Volume I, Spectral analysis, seasonality, nonlinearity, methodology, and forecasting

Autor: Granger, C. W. J. 1934-2009, edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson Spectral analysis, seasonality, nonlinearity, methodology, and forecasting

Rok: 2001

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

Autor: Granger, C. W. J. 1934-2009, edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson Causality, integration and cointegration, and long memory

Rok: 2001