Essays in econometrics collected papers of Clive W.J. Granger Volume 2 Causality, integration and cointegration, and long memory

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...

Ausführliche Beschreibung

Bibliographische Detailangaben

1. Verfasser:	Granger, C. W. J. 1934-2009
Weitere Verfasser:	Ghysels, Eric 1956-, Swanson, Norman R. 1964-, Watson, Mark W.
Format:	E-Book
Sprache:	English
Veröffentlicht:	Cambridge Cambridge University Press 2001
Schriftenreihe:	Econometric Society monographs 33
Online-Zugang:	Volltext
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