Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs, Series Number 33) - Hardcover

Granger, Clive W. J.

Hardcover

ISBN 10: 052179207X ISBN 13: 9780521792073

Publisher: Cambridge University Press, 2001

Synopsis

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.

About this title

Review

'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

Book Description

These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2001
• Language: English
• ISBN 10: 052179207X
• ISBN 13: 9780521792073
• Binding: Hardcover
• Number of pages: 396
• Editor: Ghysels Eric, Swanson Norman R., Watson Mark W.