Essays in Econometrics: Collected Papers of Clive W. J. Granger - Econometric Society Monographs - Clive W. J. Granger - Books - Cambridge University Press - 9780521792073 - July 30, 2001
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Clive W. J. Granger
Essays in Econometrics: Collected Papers of Clive W. J. Granger - Econometric Society Monographs

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These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value.

396 pages, 44 b/w illus. 49 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released July 30, 2001
ISBN13 9780521792073
Publishers Cambridge University Press
Pages 396
Dimensions 160 × 237 × 26 mm   ·   642 g
Language English  
Editor Ghysels, Eric (University of North Carolina, Chapel Hill)
Editor Swanson, Norman R. (Rutgers University, New Jersey)
Editor Watson, Mark W. (Princeton University, New Jersey)

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