Essays in Econometrics : Collected Papers of Clive W. J. Granger

Essays in Econometrics : Collected Papers of Clive W. J. Granger

Details

Author(s)
Clive W. J. Granger, Eric Ghysels, Norman R. Swanson, Mark W. Watson
Format
Paperback | 398 pages
Dimensions
136 x 231 x 22mm | 530g
Publication date
23 Mar 2015
Publisher
CAMBRIDGE UNIVERSITY PRESS
Publication City/Country
Cambridge, United Kingdom
Language
English
Illustrations note
49 Tables, unspecified; 44 Line drawings, unspecified
ISBN10
0521796490
ISBN13
9780521796491

Description

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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