Essays in Econometrics

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General Book Search for "9780521792073"

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Author : Clive W. J. Granger,Norman R. Swanson
Hardback
Published : Monday 30 July 2001
ISBN : 9780521792073
Price : €179.01

Description

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.