Essays in Econometrics : Collected Papers of Clive W. J. Granger Hardback
by Clive W. J. Granger
Edited by Eric (University of North Carolina, Chapel Hill) Ghysels, Norman R. (Rutgers University, New Jersey) Swanson, Mark W. (Princeton University, New Jersey) Watson
Part of the Essays in Econometrics 2 Volume Hardback Set series
Hardback
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Description
This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), present a collection of papers by Clive W.
J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis.
The papers assembled in this volume explore topics in causality, integration and cointegration, and long memory.
Those in the companion volume investigate themes in causality, integration and cointegration, and long memory.
The two volumes contain the original articles as well as an introduction written by the editors.
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- Format:Hardback
- Pages:396 pages, 49 Tables, unspecified; 44 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:30/07/2001
- Category:
- ISBN:9780521792073
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Information
-
Out of StockMore expected soonContact us for further information
- Format:Hardback
- Pages:396 pages, 49 Tables, unspecified; 44 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:30/07/2001
- Category:
- ISBN:9780521792073