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by
Granger, C. W. J., (Clive William John), 1934-2009 author
Sample text http://www.loc.gov/catdir/samples/cam031/00034306.html
Publisher description http://www.loc.gov/catdir/description/cam021/00034306.html
Table of contents http://www.loc.gov/catdir/toc/cam026/00034306.html
Publisher description http://www.loc.gov/catdir/description/cam021/00034306.html
Table of contents http://www.loc.gov/catdir/toc/cam026/00034306.html
Format:
Alıntı:
the study of cointegrated variables N. R. Swanson Part III. Long Memory: 17. An introduction to long-memory
by
Granger, C. W. J., (Clive William John), 1934-2009 author
Format:
Alıntı:
-- Particular nonlinear multivariate models -- Long-memory models -- Linearity testing -- Building nonlinear
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