Causality, integration and cointegration, and long memory

著者

• Granger, C. W. J. (Clive William John)
• Ghysels, Eric
• Swanson, Norman R. (Norman Rasmus)
• Watson, Mark W.

書誌事項

Causality, integration and cointegration, and long memory

Clive W.J. Granger ; edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson

（Econometric Society monographs, no. 33 . Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson ; v. 2）

Cambridge University Press, 2001

• : set, hbk
• : set, pbk
• : hbk
• : pbk

注記

Includes bibliographical references and index

詳細情報

• NII書誌ID(NCID): BA54743228
• ISBN:
  • 0521804078
  • 0521796970
  • 052179207X
  • 0521796490
• LCCN: 00034306
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge ; New York
• ページ数/冊数: xviii, 378 p.
• 大きさ: 23 cm
• 分類:
  • LCC : HB139
  • DC21 : 330/.01/5195
• 件名:
  • LCSH : Econometrics
• 親書誌ID:
  • BA00183651