Product Description
Essays in Econometrics
Collected Papers of Clive W. J. Granger
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Clive W. J. Granger (Author), Eric Ghysels (Edited by), Norman R. Swanson (Edited by), Mark W. Watson (Edited by)
9780521792073, Cambridge University Press
Hardback, published 30 July 2001
396 pages
23.7 x 16 x 2.6 cm, 0.642 kg
'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. \u2026 this book constitutes a highly recommendable addition to your bookshelf.' De Economist
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 vo]
Essays in Econometrics Collected Papers of Clive W. J. Granger Granger Volume 2
Essays in Econometrics
Collected Papers of Clive W. J. Granger
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Clive W. J. Granger (Author), Eric Ghysels (Edited by), Norman R. Swanson (Edited by), Mark W. Watson (Edited by)
9780521792073, Cambridge University Press
Hardback, published 30 July 2001
396 pages
23.7 x 16 x 2.6 cm, 0.642 kg
'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. \u2026 this book constitutes a highly recommendable addition to your bookshelf.' De Economist
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 vo]
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