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

Essays in econometrics Collected papers of Clive W J Granger Volume 1 : spectral analysis, seasonality, Nonlinearty, methodology and forecasting - Cambridge University press 2001 - 2V, xxxvii, 901p.; 24cm. - Econometric society monographs .

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


Cointegration
forecasting
Seasonality