The Leading eBooks Store Online 4,173,809 members ⚫ 1,357,844 ebooks

New to eBooks.com?

Learn more

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

Collected Papers of Clive W. J. Granger

Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory by Clive W. J. Granger
Buy this eBook
US$ 62.00 US$ 55.99
(If any tax is payable it will be calculated and shown at checkout.)
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.
Cambridge University Press; July 2001
398 pages; ISBN 9780511060946
Read online, or download in secure PDF format
Title: Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory
Author: Clive W. J. Granger; Eric Ghysels; Norman R. Swanson; Mark W. Watson
 
ISBNs
0511060947
9780511060946
9780521792073