Essays in Econometrics - Hardback

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.

• | Author: Clive W. J. Granger
• | Publisher: Cambridge University Press
• | Publication Date: Jul 30, 2001
• | Number of Pages: 396 pages
• | Binding: Hardback or Cased Book
• | ISBN-10: 052179207X
• | ISBN-13: 9780521792073