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Chapter title |
Granger: Long Memory, Fractional Differencing, Spurious Regressions and Co-integration
|
---|---|
Chapter number | 10 |
Book title |
A Very British Affair
|
Published by |
Palgrave Macmillan, London, January 2013
|
DOI | 10.1057/9781137291264_10 |
Book ISBNs |
978-1-349-35027-8, 978-1-137-29126-4
|
Authors |
Terence C. Mills, Mills, Terence C. |