Essays in econometrics Collected papers of Clive W J Granger Volume 1 : spectral analysis, seasonality, Nonlinearty, methodology and forecasting

By:

Ghysels, Eric, ed
Granger, Clive W J
Swanson, Norman, ed
Watson, Mark W, ed

Material type: Text

TextSeries: Econometric society monographsPublication details: Cambridge; University press; 2001Description: 2V, xxxvii, 901p.; 24cmSubject(s):

Cointegration
forecasting
Seasonality

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Item type	Current library	Call number	Status	Date due	Barcode
Books	Dr VKRV Rao Library	330.015195 GRA.1-2 (Browse shelf(Opens below))	Available		26709
Books	Dr VKRV Rao Library	330.015195 GRA.1-2 (Browse shelf(Opens below))	Available		26710

Contents : V.1 Spectral analysis, seasonality, Nonlinearity, methodology - V.2 Causality, intergration and causality, interation and cointergration,and Long memory

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