Essays in econometrics: collected papers of clive w. j. granger
Auteur :
Granger, Clive W. J.
Éditeur :
Cambridge University Press
ISBN :
9780521792073
Date de publication :
30 juil. 2001
Dimensions :
23,7 x 16,0 x 2,6 cm
Poids :
642 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.