Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 2) by Clive W. J. Granger

Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 2)



Download Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 2)




Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 2) Clive W. J. Granger
Language: English
Page: 396
Format: pdf
ISBN: 052179207X, 9780521792073
Publisher:

Review

"The book is highly recommended as a reference for researchers on many important topics such as forecasting, non-linearity, causality, co-integration and long-memory. And it can also serve as a resource for applications of time series modeling to econometrics for practitioners." Mathematical Reviews

Book Description

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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