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2004-12-06
英文文献:Sir Clive Granger's contributions to nonlinear time series and econometrics
英文文献作者:Timo Ter?svirta
英文文献摘要:
Clive Granger had a wide range of reseach interests and has worked in a number of areas. In this work the focus is on his contributions to nonlinear time series models and modelling. Granger's contributions to a few other aspects of nonlinearity are reviewed as well.
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