Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory

Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory

AngličtinaEbook
Granger, Clive W. J.
Cambridge University Press
EAN: 9780511060946
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Podrobné informace

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.
EAN 9780511060946
ISBN 0511060947
Typ produktu Ebook
Vydavatel Cambridge University Press
Datum vydání 23. července 2001
Jazyk English
Země Uruguay
Autoři Granger, Clive W. J.
Editoři Ghysels, Eric; Swanson, Norman R.; Watson, Mark W.
Série Econometric Society Monographs