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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: R1,214

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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 ~~R1,364~~ Loot Price R1,214 Discovery Miles 12 140 | Repayment Terms: R114 pm x 12* You Save R150 (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 Promotions
LSN:	0-521-79649-0
Barcode:	9780521796491