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)
Softcover
ISBN 10: 0521796490 ISBN 13: 9780521796491
Publisher: Cambridge University Press, 2001

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.

"synopsis" may belong to another edition of this title.

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.

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2001
Language
English
ISBN 10 
0521796490
ISBN 13 
9780521796491
Binding
Paperback
Edition number
1
Number of pages
398
Editor
Ghysels Eric, Swanson Norman R., Watson Mark W.

Other Popular Editions of the Same Title

9780521792073: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)

Featured Edition

ISBN 10:  052179207X ISBN 13:  9780521792073
Publisher: Cambridge University Press, 2001
Hardcover