Essays in econometrics : collected papers of Clive W.J. Granger /
edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.
- 2 v. : ill. ; 24 cm.
- Econometric Society Monographs ; 32-33 .
v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.