
Essays in econometrics : : Collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson . Volume 2 , Causality, intergration and cointegration, and long memory
Tác giả : edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson .
Nhà xuất bản : Cambridge University Press
Năm xuất bản : 2001
Nơi xuất bản : New York
Mô tả vật lý : xviii, 378 p. : ill. ; 24 cm
ISBN : 978052 1796491
Số phân loại : 330.015195
Chủ đề : 1. Econometrics.
Thông tin chi tiết
Tóm tắt : | This book, and its companion volume, 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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