ESSAYS IN ECONOMETRICS 2 VOLUM

R. F. Engle, C. W. J. Granger, San Diego) Granger, C. W. J. (both Professors of Economics, both Professors of Economics, University of California, Clive W. J. Granger

Granger, Teräsvirta, Terasvirta, Timo Terasvirta, Clive W. J. Granger, T. Terasvirta

Timo Teräsvirta, Dag Tjøstheim, Clive W. J. Granger, Dag Tjøstheim, Denmark) Terasvirta, Timo (, Professor of Economics, CREATES, Aarhus University, Norway) Tjøstheim, Dag (, Professor, Department of Mathematics, University of Bergen, Timo Terasvirta, Dag Tjostheim, Clive W J Granger

Timo Teräsvirta, Dag Tjøstheim, Clive W. J. Granger, Dag Tjøstheim, Denmark) Terasvirta, Timo (, Professor of Economics, CREATES, Aarhus University, Norway) Tjøstheim, Dag (, Professor, Department of Mathematics, University of Bergen, Timo Terasvirta, Dag Tjostheim

San Diego) Granger, Clive W. J. (University of California, Clive W. J. Granger, C. W. J. Granger

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, Norman R. (Texas A & M University) Swanson, New Jersey) Watson, Mark W. (Princeton University, Eric Ghysels, Norman R. Swanson

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, Norman R. (Texas A & M University) Swanson, New Jersey) Watson, Mark W. (Princeton University, Eric Ghysels, Norman R. Swanson

San Diego) Granger, Clive W. J. (University of California, Clive W. J. Granger

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, New Jersey) Swanson, Norman R. (Rutgers University, New Jersey) Watson, Mark W. (Princeton University

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, New Jersey) Swanson, Norman R. (Rutgers University, New Jersey) Watson, Mark W. (Princeton University, Eric Ghysels, Norman R. Swanson

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, Norman R. (Texas A & M University) Swanson, New Jersey) Watson, Mark W. (Princeton University, Eric Ghysels, Norman R. Swanson

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, New Jersey) Swanson, Norman R. (Rutgers University, New Jersey) Watson, Mark W. (Princeton University, Eric Ghysels, Norman R. Swanson

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, Norman R. (Texas A & M University) Swanson, New Jersey) Watson, Mark W. (Princeton University, Eric Ghysels, Norman R. Swanson

Xiaohong Chen, Norman R. Swanson

Xiaohong Chen, Norman R. Swanson

Chapel Hill) Ghysels, Eric (University of North Carolina, Denise R. (University of Manchester) Osborn, Eric Ghysels, Thomas J. Sargent, Denise R. Osborn

Chapel Hill) Ghysels, Eric (University of North Carolina, Denise R. (University of Manchester) Osborn, Eric Ghysels, Thomas J. Sargent, Denise R. Osborn

Clive W. J. Granger, Chapel Hill) Ghysels, Eric (University of North Carolina, New Jersey) Swanson, Norman R. (Rutgers University, New Jersey) Watson, Mark W. (Princeton University

Granger, Teräsvirta, Terasvirta, Timo Terasvirta, Clive W. J. Granger, T. Terasvirta

Eric Ghysels, Massimiliano Marcellino, Chapel Hill) Ghysels, Eric (Edward M. Bernstein Distinguished Professor of Economics and Professor of Finance, Edward M. Bernstein Distinguished Professor of Economics and Professor of Finance, Kenan-Flagler School of Business, University of North Carolina, Bocconi University) Marcellino, Massimiliano (Professor of Econometrics, Professor of Econometrics