9780521796491-0521796490-Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)

Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)

ISBN-13: 9780521796491
ISBN-10: 0521796490
Edition: 1
Author: Eric Ghysels, Mark W. Watson, Clive W. J. Granger, Norman R. Swanson
Publication date: 2001
Publisher: Cambridge University Press
Format: Paperback 398 pages
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Book details

ISBN-13: 9780521796491
ISBN-10: 0521796490
Edition: 1
Author: Eric Ghysels, Mark W. Watson, Clive W. J. Granger, Norman R. Swanson
Publication date: 2001
Publisher: Cambridge University Press
Format: Paperback 398 pages

Summary

Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2) (ISBN-13: 9780521796491 and ISBN-10: 0521796490), written by authors Eric Ghysels, Mark W. Watson, Clive W. J. Granger, Norman R. Swanson, was published by Cambridge University Press in 2001. With an overall rating of 3.7 stars, it's a notable title among other Econometrics & Statistics (Economics) books. You can easily purchase or rent Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2) (Paperback) from BooksRun, along with many other new and used Econometrics & Statistics books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.3.

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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