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Essays in Econometrics 2 Volume Paperback Set Essays in Econometrics: Series Number 33: Causality, Integration and Cointegration, and Long Memory Volume 2 - Econometric Society Monographs (Paperback)
  • Essays in Econometrics 2 Volume Paperback Set Essays in Econometrics: Series Number 33: Causality, Integration and Cointegration, and Long Memory Volume 2 - Econometric Society Monographs (Paperback)
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Essays in Econometrics 2 Volume Paperback Set Essays in Econometrics: Series Number 33: Causality, Integration and Cointegration, and Long Memory Volume 2 - Econometric Society Monographs (Paperback)

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£45.99
Paperback 398 Pages / Published: 23/07/2001
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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.

Publisher: Cambridge University Press
ISBN: 9780521796491
Number of pages: 398
Weight: 530 g
Dimensions: 231 x 136 x 22 mm


MEDIA REVIEWS
'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. ... this book constitutes a highly recommendable addition to your bookshelf.' De Economist
"The book is highly recommended as a reference for researchers on many important topics such as forecasting, non-linearity, causality, co-integration and long-memory. And it can also serve as a resource for applications of time series modeling to econometrics for practitioners." Mathematical Reviews

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