Essays in Econometrics Volume 2 ebook Granger, Clive W. J. Diesel eBooks

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Essays in Econometrics Volume 2

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.

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Title of ebook: Essays in Econometrics Volume 2
ISBN: 9780511060946
Publisher: Cambridge University Press
Internet download file size: 3412 kb
Pages: 396
Released online for download: 10-17-1997
Author of eBook: Granger, Clive W. J.
Editor: Ghysels, Eric
Editor: Swanson, Norman R.

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Other Granger, Clive W. J. ebooks :

Essays in Econometrics Volume 1

By Granger, Clive W. J.

This book, and its companion volume in the econometric Society Monographs series (eSM number 33), present a collection ...

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