This volume explains recent theoretical developments in the econometric modelling of relationship...

This is a survey of recent developments in the field of cointegration, which links long run compo...

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

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32),...

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

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

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

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...