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Essays in Econometrics - Collected Papers of Clive W. J. Granger (Paperback, Volume 2, Causality, Integration and Cointegration, and Long Memory) Loot Price: R1,146
Discovery Miles 11 460
Repayment Terms: R107 pm x 12*
You Save: R136 (11%)
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Essays in Econometrics - Collected Papers of Clive W. J. Granger (Paperback, Volume 2, Causality, Integration and...

Essays in Econometrics - Collected Papers of Clive W. J. Granger (Paperback, Volume 2, Causality, Integration and Cointegration, and Long Memory)

Clive W. J. Granger; Edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson

Series: Econometric Society Monographs, Volume 2

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List price R1,282 Loot Price R1,146 Discovery Miles 11 460 | Repayment Terms: R107 pm x 12* You Save R136 (11%)

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Series: Econometric Society Monographs, Volume 2
Release date: July 2001
First published: 2001
Authors: Clive W. J. Granger
Editors: Eric Ghysels • Norman R. Swanson • Mark W. Watson
Dimensions: 231 x 136 x 22mm (L x W x T)
Format: Paperback - Trade
Pages: 398
Edition: Volume 2, Causality, Integration and Cointegration, and Long Memory
ISBN-13: 978-0-521-79649-1
Categories: Books > Business & Economics > Economics > Economic forecasting
Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-521-79649-0
Barcode: 9780521796491

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