Essays in Econometrics: Collected Papers of Clive W. J. Granger - Couverture rigide

Granger, Clive W. J.

Couverture rigide

ISBN 10 : 052179207X ISBN 13 : 9780521792073

Editeur : Cambridge University Press, 2001

Synopsis

These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

A propos du livre

Présentation de l'éditeur

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.

Revue de presse

'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. ... this book constitutes a highly recommendable addition to your bookshelf.' De Economist

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2001
• Langue: anglais
• ISBN 10: 052179207X
• ISBN 13: 9780521792073
• Reliure: Relié
• Nombre de pages: 396
• Éditeur: Ghysels Eric, Swanson Norman R., Watson Mark W.
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France