Eric Ghysels
3 published titles
Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
1 edition
- University of Bristol Department of Economics
- 1993
- Details
Essays in econometrics : collected papers of Clive W.J. Granger
(Contributor)
1 edition
- ISBN: 052179207X
- Cambridge University Press
- 2001
- Details
The econometric analysis of seasonal time series
1 edition
- ISBN: 052156588X
- Cambridge University Press
- 2001
- Details