Carte Essays in Econometrics Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson

Essays in Econometrics

Collected Papers of Clive W. J. Granger

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 14-21 zile
1 153.77 lei
This book, and its companion volume in the Econometric Society Monographs series (ESM number 32), pr...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2001
Pagini
396
EAN
9780521792073
ISBN
052179207X
Enbook ID
02043460
Greutate
642
Dimensiuni
160 x 237 x 26

Descriere completă

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.

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