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Essays in Econometrics

- Collected Papers of Clive W. J. Granger

About Essays in Econometrics

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.

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  • Language:
  • English
  • ISBN:
  • 9780521796491
  • Binding:
  • Paperback
  • Pages:
  • 398
  • Published:
  • July 23, 2001
  • Dimensions:
  • 136x231x22 mm.
  • Weight:
  • 534 g.
Delivery: 1-2 weeks
Expected delivery: July 18, 2024

Description of Essays in Econometrics

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.

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