ENGLISH

Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 2)

By Clive W. J. Granger

Book information

Year
2001
ISBN
9780511067259, 9780521792073, 052179207X
Open Library ID
OL7754156M
Language
english
Format
PDF
Filesize
3 MB (3489836 bytes)
Edition
1
Pages
396\398
Topic
Art Graphic Arts
Scanned
yes
Time added
2011-06-04 13:46:07

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.

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