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Essays in Econometrics
- Collected Papers of Clive W. J. Granger
part of the Econometric Society Monographs series
part of the Essays in Econometrics 2 Volume Hardback Set series
part of the Essays in Econometrics 2 Volume Paperback Set series
- Binding:
- Paperback
- Pages:
- 398
- Published:
- July 22, 2001
- Dimensions:
- 136x231x22 mm.
- Weight:
- 534 g.
Delivery:
1-2 weeks
Expected delivery: November 28, 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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