This volume in the series Advanced Texts in Econometrics explains recent theoretical developments...

In this interesting survey of recent developments in the field of cointegration, the authors disc...

A comprehensive assessment of many recent developments in the modelling of time series, this text...

These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegrat...

This new edition of a classic text, comprehensively revised throughout, appraises the emerging ch...

These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, no...

Lucid account of the process of constructing and evaluating an empirical model.

The important data of economics are in the form of time series; therefore, the statistical method...

In these three essays, Professor Granger explains the process of constructing and evaluating an e...

This book contains an extensive up-to-date overview of nonlinear time series models and their app...

This book, and its companion volume in the Econometric Society Monographs series (ESM number 33),...

This new edition of a classic text, comprehensively revised throughout, appraises the emerging ch...