Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs)

Clive W. J. Granger

ISBN 10: 0521796490 / ISBN 13: 9780521796491

Editore: Cambridge University Press 2001-10-18, 2001

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Dati bibliografici

• Titolo: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs)
• Editore: Cambridge University Press 2001-10-18
• Data di pubblicazione: 2001
• Lingua: Inglese
• ISBN 10: 0521796490
• ISBN 13: 9780521796491
• Rilegatura: Paperback
• Condizione: New

Descrizione articolo

Riassunto

These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.

Recensione

'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