Essays in econometrics : collected papers of Clive W. J. Granger. edited by Eric Ghysels, Norman R. Swanson and Mark W. Watson. Vol. 2, Causality, integration and cointegration, and long memory /
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| Other Authors: | , , |
| Format: | Book |
| Language: | English |
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Cambridge :
Cambridge University Press,
2001.
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| Series: | Econometric Society monographs ;
33 |
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