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...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
1. Verfasser: Granger, C. W. J. 1934-2009 (VerfasserIn)
Weitere Verfasser: Ghysels, Eric 1956- (HerausgeberIn), Swanson, Norman R. 1964- (HerausgeberIn), Watson, Mark W. (HerausgeberIn)
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