by EricGhysels (Editor), Mark W . Watson (Editor), NormanR.Swanson (Editor), Clive W . J . Granger (Author)
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Format: Hardcover
Pages: 396
Publisher: Cambridge University Press
Published: 30 Jul 2001
ISBN 10: 052179207X
ISBN 13: 9780521792073