Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory e-bog
1459,97 DKK
(inkl. moms 1824,96 DKK)
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,...
E-bog
1459,97 DKK
Forlag
Cambridge University Press
Udgivet
2 december 2004
Genrer
Econometrics and economic statistics
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9780511060946
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.