Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory (e-bog) af Granger, Clive W. J.
Granger, Clive W. J. (forfatter)

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
Forfattere Granger, Clive W. J. (forfatter), Watson, Mark W. (redaktør)
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.