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Essays in Econometrics: Collected Papers of Clive W. J. Granger by Clive W. J. Granger (Paperback, 2001)

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Part I. Causality: 1. Testing for causality; 3. Advertising and aggregate consumption: an analysis of causality R. Ashley and R. Schmalensee; Part II. Integration and Cointegration: 5. Co-Integration and error-correction: representation, estimation and testing; 9.