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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2) - Softcover

Granger, Clive W. J.

 
9780521796491: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)
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ISBN 10: 0521796490 ISBN 13: 9780521796491
Publisher: Cambridge University Press, 2001
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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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