Author

Clive W.J. Granger

Wikipedia: Clive W.J. Granger

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Long Run Econom Relations Ate:p P
Readings In Cointegration »

Modelling Non-linear Econ Ate:p P
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Essays in Econometrics, 2 Volume Set
These two volumes present a collection of papers by Clive W.J. Granger. The papers assembled explore topics in spectral analysis, seasonality, nonlinearity, ... »