Essays in econometrics: collected papers of Clive W.J. Granger Volume 2 Causality, integration and cointegration, and long memory
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...
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Format: | E-Book |
Sprache: | Englisch |
Veröffentlicht: |
Cambridge
Cambridge University Press
2001
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Schriftenreihe: | Econometric Society monographs
33 |
Links: | https://doi.org/10.1017/CBO9780511753978 |
Zusammenfassung: | 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. |
Umfang: | 1 Online-Ressource (xviii, 378 Seiten) |
ISBN: | 9780511753978 |
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490 | 1 | |a Econometric Society monographs |v 33 | |
520 | |a 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. | ||
700 | 1 | |a Ghysels, Eric |d 1956- | |
700 | 1 | |a Swanson, Norman R. |d 1964- | |
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spelling | Granger, C. W. J. 1934-2009 Essays in econometrics collected papers of Clive W.J. Granger Volume 2 Causality, integration and cointegration, and long memory edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson Cambridge Cambridge University Press 2001 1 Online-Ressource (xviii, 378 Seiten) txt c cr Econometric Society monographs 33 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. Ghysels, Eric 1956- Swanson, Norman R. 1964- Watson, Mark W. Erscheint auch als Druck-Ausgabe 9780521792073 Erscheint auch als Druck-Ausgabe 9780521796491 |
spellingShingle | Granger, C. W. J. 1934-2009 Essays in econometrics collected papers of Clive W.J. Granger |
title | Essays in econometrics collected papers of Clive W.J. Granger |
title_auth | Essays in econometrics collected papers of Clive W.J. Granger |
title_exact_search | Essays in econometrics collected papers of Clive W.J. Granger |
title_full | Essays in econometrics collected papers of Clive W.J. Granger Volume 2 Causality, integration and cointegration, and long memory edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
title_fullStr | Essays in econometrics collected papers of Clive W.J. Granger Volume 2 Causality, integration and cointegration, and long memory edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
title_full_unstemmed | Essays in econometrics collected papers of Clive W.J. Granger Volume 2 Causality, integration and cointegration, and long memory edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
title_short | Essays in econometrics |
title_sort | essays in econometrics collected papers of clive w j granger causality integration and cointegration and long memory |
title_sub | collected papers of Clive W.J. Granger |
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