Essays in Econometrics : Collected Papers of Clive W. J. Granger
Book Details
Format
Paperback / Softback
Book Series
Econometric Society Monographs
ISBN-10
0521796490
ISBN-13
9780521796491
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jul 23rd, 2001
Print length
398 Pages
Weight
534 grams
Dimensions
23.10 x 13.60 x 2.20 cms
Product Classification:
EconometricsEconomic forecasting
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These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value.
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