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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

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