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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2) - Hardcover
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.
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Book 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.
About the Author:
Chancellor's Associate Chair in Economics, University of California, San Diego. Winner of The Nobel Prize for Economics 2003.
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- PublisherCambridge University Press
- Publication date2001
- ISBN 10 052179207X
- ISBN 13 9780521792073
- BindingHardcover
- Edition number1
- Number of pages396
- EditorGhysels Eric, Swanson Norman R., Watson Mark W.
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs) (Volume 2) by Granger, Clive W. J. [Hardcover ]
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ESSAYS IN ECONOMETRICS 2 VOLUME HARDBACK SET: ESSAYS IN ECONOMETRICS: COLLECTED PAPERS OF CLIVE W. J. GRANGER: VOLUME 2
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ESSAYS IN ECONOMETRICS 2 VOLUME HARDBACK SET: ESSAYS IN ECONOMETRICS: COLLECTED PAPERS OF CLIVE W. J. GRANGER: VOLUME 2
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ESSAYS IN ECONOMETRICS 2 VOLUME HARDBACK SET: ESSAYS IN ECONOMETRICS: COLLECTED PAPERS OF CLIVE W. J. GRANGER: VOLUME 2
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)
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Book Description Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonst. Seller Inventory # 446947322
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