Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory: collected papers of Clive W.J. Granger
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...
Gespeichert in:
1. Verfasser: | |
---|---|
Weitere Verfasser: | , , |
Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cambridge
Cambridge University Press
2001
|
Schriftenreihe: | Econometric Society monographs
33 |
Schlagworte: | |
Online-Zugang: | BSB01 FHN01 UBG01 URL des Erstveröffentlichers |
Zusammenfassung: | 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 |
Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
Beschreibung: | 1 online resource (xviii, 378 pages) |
ISBN: | 9780511753978 |
DOI: | 10.1017/CBO9780511753978 |
Internformat
MARC
LEADER | 00000nmm a2200000zcb4500 | ||
---|---|---|---|
001 | BV043923018 | ||
003 | DE-604 | ||
005 | 00000000000000.0 | ||
007 | cr|uuu---uuuuu | ||
008 | 161202s2001 |||| o||u| ||||||eng d | ||
020 | |a 9780511753978 |c Online |9 978-0-511-75397-8 | ||
024 | 7 | |a 10.1017/CBO9780511753978 |2 doi | |
035 | |a (ZDB-20-CBO)CR9780511753978 | ||
035 | |a (OCoLC)967408280 | ||
035 | |a (DE-599)BVBBV043923018 | ||
040 | |a DE-604 |b ger |e rda | ||
041 | 0 | |a eng | |
049 | |a DE-12 |a DE-473 |a DE-92 | ||
082 | 0 | |a 330/.01/5195 |2 21 | |
084 | |a QH 300 |0 (DE-625)141566: |2 rvk | ||
100 | 1 | |a Granger, C. W. J. |d 1934-2009 |e Verfasser |4 aut | |
245 | 1 | 0 | |a Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory |b collected papers of Clive W.J. Granger |c edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
264 | 1 | |a Cambridge |b Cambridge University Press |c 2001 | |
300 | |a 1 online resource (xviii, 378 pages) | ||
336 | |b txt |2 rdacontent | ||
337 | |b c |2 rdamedia | ||
338 | |b cr |2 rdacarrier | ||
490 | 0 | |a Econometric Society monographs |v 33 | |
500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
520 | |a 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 | ||
650 | 4 | |a Econometrics | |
700 | 1 | |a Ghysels, Eric |d 1956- |4 edt | |
700 | 1 | |a Swanson, Norman R. |d 1964- |4 edt | |
700 | 1 | |a Watson, Mark W. |4 edt | |
776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-79207-3 |
776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe |z 978-0-521-79649-1 |
856 | 4 | 0 | |u https://doi.org/10.1017/CBO9780511753978 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
912 | |a ZDB-20-CBO | ||
999 | |a oai:aleph.bib-bvb.de:BVB01-029332097 | ||
966 | e | |u https://doi.org/10.1017/CBO9780511753978 |l BSB01 |p ZDB-20-CBO |q BSB_PDA_CBO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1017/CBO9780511753978 |l FHN01 |p ZDB-20-CBO |q FHN_PDA_CBO |x Verlag |3 Volltext | |
966 | e | |u https://doi.org/10.1017/CBO9780511753978 |l UBG01 |p ZDB-20-CBO |q UBG_PDA_CBO |x Verlag |3 Volltext |
Datensatz im Suchindex
_version_ | 1804176846783250432 |
---|---|
any_adam_object | |
author | Granger, C. W. J. 1934-2009 |
author2 | Ghysels, Eric 1956- Swanson, Norman R. 1964- Watson, Mark W. |
author2_role | edt edt edt |
author2_variant | e g eg n r s nr nrs m w w mw mww |
author_facet | Granger, C. W. J. 1934-2009 Ghysels, Eric 1956- Swanson, Norman R. 1964- Watson, Mark W. |
author_role | aut |
author_sort | Granger, C. W. J. 1934-2009 |
author_variant | c w j g cwj cwjg |
building | Verbundindex |
bvnumber | BV043923018 |
classification_rvk | QH 300 |
collection | ZDB-20-CBO |
ctrlnum | (ZDB-20-CBO)CR9780511753978 (OCoLC)967408280 (DE-599)BVBBV043923018 |
dewey-full | 330/.01/5195 |
dewey-hundreds | 300 - Social sciences |
dewey-ones | 330 - Economics |
dewey-raw | 330/.01/5195 |
dewey-search | 330/.01/5195 |
dewey-sort | 3330 11 45195 |
dewey-tens | 330 - Economics |
discipline | Wirtschaftswissenschaften |
doi_str_mv | 10.1017/CBO9780511753978 |
format | Electronic eBook |
fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02608nmm a2200469zcb4500</leader><controlfield tag="001">BV043923018</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">161202s2001 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780511753978</subfield><subfield code="c">Online</subfield><subfield code="9">978-0-511-75397-8</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1017/CBO9780511753978</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-20-CBO)CR9780511753978</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)967408280</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043923018</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-12</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-92</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330/.01/5195</subfield><subfield code="2">21</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 300</subfield><subfield code="0">(DE-625)141566:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Granger, C. W. J.</subfield><subfield code="d">1934-2009</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory</subfield><subfield code="b">collected papers of Clive W.J. Granger</subfield><subfield code="c">edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Cambridge</subfield><subfield code="b">Cambridge University Press</subfield><subfield code="c">2001</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xviii, 378 pages)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Econometric Society monographs</subfield><subfield code="v">33</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Title from publisher's bibliographic system (viewed on 05 Oct 2015)</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Econometrics</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Ghysels, Eric</subfield><subfield code="d">1956-</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Swanson, Norman R.</subfield><subfield code="d">1964-</subfield><subfield code="4">edt</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Watson, Mark W.</subfield><subfield code="4">edt</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-79207-3</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe</subfield><subfield code="z">978-0-521-79649-1</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1017/CBO9780511753978</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-20-CBO</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-029332097</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511753978</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">BSB_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511753978</subfield><subfield code="l">FHN01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">FHN_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://doi.org/10.1017/CBO9780511753978</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-20-CBO</subfield><subfield code="q">UBG_PDA_CBO</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
id | DE-604.BV043923018 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:38:40Z |
institution | BVB |
isbn | 9780511753978 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029332097 |
oclc_num | 967408280 |
open_access_boolean | |
owner | DE-12 DE-473 DE-BY-UBG DE-92 |
owner_facet | DE-12 DE-473 DE-BY-UBG DE-92 |
physical | 1 online resource (xviii, 378 pages) |
psigel | ZDB-20-CBO ZDB-20-CBO BSB_PDA_CBO ZDB-20-CBO FHN_PDA_CBO ZDB-20-CBO UBG_PDA_CBO |
publishDate | 2001 |
publishDateSearch | 2001 |
publishDateSort | 2001 |
publisher | Cambridge University Press |
record_format | marc |
series2 | Econometric Society monographs |
spelling | Granger, C. W. J. 1934-2009 Verfasser aut Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson Cambridge Cambridge University Press 2001 1 online resource (xviii, 378 pages) txt rdacontent c rdamedia cr rdacarrier Econometric Society monographs 33 Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Econometrics Ghysels, Eric 1956- edt Swanson, Norman R. 1964- edt Watson, Mark W. edt Erscheint auch als Druckausgabe 978-0-521-79207-3 Erscheint auch als Druckausgabe 978-0-521-79649-1 https://doi.org/10.1017/CBO9780511753978 Verlag URL des Erstveröffentlichers Volltext |
spellingShingle | Granger, C. W. J. 1934-2009 Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger Econometrics |
title | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger |
title_auth | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger |
title_exact_search | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger |
title_full | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
title_fullStr | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
title_full_unstemmed | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory collected papers of Clive W.J. Granger edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
title_short | Essays in econometrics, Volume 2, Causality, integration and cointegration, and long memory |
title_sort | essays in econometrics volume 2 causality integration and cointegration and long memory collected papers of clive w j granger |
title_sub | collected papers of Clive W.J. Granger |
topic | Econometrics |
topic_facet | Econometrics |
url | https://doi.org/10.1017/CBO9780511753978 |
work_keys_str_mv | AT grangercwj essaysineconometricsvolume2causalityintegrationandcointegrationandlongmemorycollectedpapersofclivewjgranger AT ghyselseric essaysineconometricsvolume2causalityintegrationandcointegrationandlongmemorycollectedpapersofclivewjgranger AT swansonnormanr essaysineconometricsvolume2causalityintegrationandcointegrationandlongmemorycollectedpapersofclivewjgranger AT watsonmarkw essaysineconometricsvolume2causalityintegrationandcointegrationandlongmemorycollectedpapersofclivewjgranger |