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Item Details
| Title:
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ESSAYS IN ECONOMETRICS
COLLECTED PAPERS OF CLIVE W.J. GRANGER |
| Volume: |
v.2 |
| By: |
C. W. J. Granger, Eric Ghysels (Editor), Norman R. Swanson (Editor) |
| Format: |
Hardback |
| List price:
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£153.00 |
| Our price: |
£133.88 |
| Discount: |
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| You save:
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£19.12 |
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| ISBN 10: |
052179207X |
| ISBN 13: |
9780521792073 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
30 July, 2001 |
| Series: |
Econometric Society Monographs No.33 |
| Pages: |
396 |
| Description: |
These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory. |
| Synopsis: |
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. |
| Illustrations: |
44 b/w illus. 49 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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