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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, methodology, forecasting, causality, integration and cointegration, and long memory. «

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Author(s):

Clive W. J. Granger, Clive W.J. Granger

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ISBN

9780521796972

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