Essays in Econometrics
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
Book title: Essays in Econometrics: Causality, Integration and Cointegration, and Long Memory.
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: *.
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