Essays in Econometrics: Collected Papers of Clive W. J. Granger

Clive W. J. Granger

Essays in Econometrics: Collected Papers of Clive W. J. Granger
Format
Paperback
Publisher
Cambridge University Press
Country
United Kingdom
Published
23 July 2001
Pages
398
ISBN
9780521796491

Essays in Econometrics: Collected Papers of Clive W. J. Granger

Clive W. J. Granger

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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