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).'.

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Bibliographic Details

Title: Essays in Econometrics: Collected Papers of Clive W. J. Granger. Volume II [2] [Two]: Causality, Integration and Cointegration, and Long Memory.
Publisher: Cambridge, etc.: Cambridge University Press, 2001.
Publication Date: 2001
Language: English
ISBN 10: 052179207X
ISBN 13: 9780521792073
Binding: Hardcover
Edition: 1st Edition
Condition: Near Fine
Dust Jacket Condition: No Jacket

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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.

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

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