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

 
9780521792073: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs, Series Number 33)

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.

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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.

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9780521796491: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs, Series Number 33)

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ISBN 10:  0521796490 ISBN 13:  9780521796491
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Watson Mark W. Swanson Norman R. Ghysels Eric Granger Clive W.J.
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[GRANGER, Clive W. J. William John 1934-2009] GHYSELS, Eric; SWANSON, Norman R. & Mark W. WATSON (eds.):
ISBN 10: 052179207X ISBN 13: 9780521792073
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Hardcover. Condition: Near Fine. No Jacket. 1st Edition. Frontispiece, xviii, 378 pp; 44 b/w illus.; 49 tables. Original glossy laminated boards. Near Fine. Econometric Society Monographs No. 33. Reprints 19 papers. New price: US$191.00 (also in print in paperback at US$60.00). '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' (Cambridge University Press Web site). The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003 was divided equally between Robert F. Engle III 'for methods of analyzing economic time series with time-varying volatility (ARCH)' and Clive W.J. Granger 'for methods of analyzing economic time series with common trends (cointegration).'. Seller Inventory # 20128

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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521792073

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