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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2) - Hardcover
Synopsis
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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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
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Essays in Econometrics: Collected Papers of Clive W. J. Granger. Volume II [2] [Two]: Causality, Integration and Cointegration, and Long Memory.
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Cambridge, etc.: Cambridge University Press, 2001., 2001
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Hardcover. Condition: Near Fine. No Jacket. 1st Edition. Frontispiece, xviii, 378 pp; 44 b/w illus.; 49 tables. Original glossy laminated boards. Near Fine. Econometric Society Monographs No. 33. Reprints 19 papers. New price: US$191.00 (also in print in paperback at US$60.00). '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' (Cambridge University Press Web site). The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003 was divided equally between Robert F. Engle III 'for methods of analyzing economic time series with time-varying volatility (ARCH)' and Clive W.J. Granger 'for methods of analyzing economic time series with common trends (cointegration).'. Seller Inventory # 20128
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Essays in Econometrics
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Essays in Econometrics
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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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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)
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ISBN 10: 052179207X
ISBN 13: 9780521792073
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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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Cambridge University Press, 2001
ISBN 10: 052179207X
ISBN 13: 9780521792073
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Hardcover)
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Cambridge University Press, Cambridge, 2001
ISBN 10: 052179207X
ISBN 13: 9780521792073
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521792073
Quantity: 1 available