| Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory: Collected Papers of Clive W. J. Granger Contributor(s): Granger, Clive W. J. (Author), Ghysels, Eric (Editor), Swanson, Norman R. (Editor) |
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ISBN: 0511753977 ISBN-13: 9780511753978 Publisher: Cambridge University Press OUR PRICE: $140.25 Product Type: Open Ebook - Other Formats Published: July 2010 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Statistics |
| Dewey: 330.015 |
| Series: Econometric Society Monographs |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book, and its companion volume, 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. |
