Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs)

Clive W. J. Granger

ISBN 10: 0521796490 / ISBN 13: 9780521796491

Edité par Cambridge University Press 2001-10-18, 2001

A propos de cet article

N° de réf. du vendeur 6666-IUK-9780521796491

Détails bibliographiques

• Titre: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs)
• Éditeur: Cambridge University Press 2001-10-18
• Date de parution: 2001
• Langue: anglais
• ISBN à 10 chiffres: 0521796490
• ISBN à 13 chiffres: 9780521796491
• Reliure: Paperback
• État de l'article: New

A propos de ce titre

Synopsis

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

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.