Collected Papers of Clive W. J. Granger
Volume II: Causality, Integration and Cointegration, and Long Memory
Eric Ghysels University of North Carolina at Chapel Hill
Norman R. Swanson Texas A&M University
Mark W. Watson Princeton University
Questia, a part of Gale, Cengage Learning. www.questia.com
Publication information: Book title: Essays in Econometrics: Causality, Integration and Cointegration, and Long Memory. Volume: 2. Contributors: Eric Ghysels - Editor, Norman R. Swanson - Editor, Mark W. Watson - Editor, Clive W. J. Granger - Author. Publisher: Cambridge University Press. Place of publication: Cambridge, England. Publication year: 2001. Page number: Not available.
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