Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory: Collected Papers of Clive W. J. Granger (Essays in Econometrics 2 Volume Paperback Set, Volume 2) (Econometric Society Monographs, Volume 2)

by Clive W. J. Granger

Eric Ghysels (Editor), Norman R. Swanson (Editor), and Mark W. Watson (Editor)

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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.
  • ISBN13 9780511060946
  • Publish Date 2 December 2004 (first published 23 July 2001)
  • Publish Status Active
  • Publish Country GB
  • Publisher Cambridge University Press
  • Imprint Cambridge University Press (Virtual Publishing)
  • Format eBook
  • Language English