Essays in Econometrics - Collected Papers of Clive W. J. Granger (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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Essays in Econometrics 2 Volume Hardback Set, Volume 2
Release date:	July 2001
First published:	2001
Authors:	Clive W. J. Granger
Editors:	Eric Ghysels • Norman R. Swanson • Mark W. Watson
Dimensions:	237 x 160 x 26mm (L x W x T)
Format:	Hardcover
Pages:	396
ISBN-13:	978-0-521-79207-3
Categories:	Books > Business & Economics > Economics > Economic forecasting Books > Business & Economics > Economics > Econometrics > General
LSN:	0-521-79207-X
Barcode:	9780521792073

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