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Book title: Essays in Econometrics: Causality, Integration and Cointegration, and Long Memory.
Contributors: Clive W. J. Granger - Author, Eric Ghysels - Editor, Norman R. Swanson - Editor, Mark W. Watson - Editor.
Publisher: Cambridge University Press.
Place of publication: Cambridge, England.
Publication year: 2001.
Page number: *.
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