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Essays in Econometrics

Name: Essays in Econometrics
Brand: Cambridge University Press
SKU: 02043460
Price: 217.14 EUR
Availability: InStock
Author: Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson
ISBN: 9780521792073

Collected Papers of Clive W. J. Granger

Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson

Jezik

Engleski

Knjiga Tvrdi uvez

Libristo kod: 02043460

Nakladnici Cambridge University Press, srpanj 2001

This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), pr... Cijeli opis

Libristo kod: 02043460

527 b

217.14 €

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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.