Essays in econometrics : Collected papers of Clive W.J. Granger

This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causal...

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Autor principal: Granger, C. W. J.
Format: Llibre
Idioma:Undetermined
Publicat: New York Cambridge University Press 2001
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