Książka Essays in Econometrics Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson

Essays in Econometrics

Collected Papers of Clive W. J. Granger

Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy
Wysyłamy za 14-21 dni
914.15
This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), pr...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2001
strony
396
EAN
9780521792073
ISBN
052179207X
Enbook ID
02043460
Waga
642
Wymiary
160 x 237 x 26

Pełny opis

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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