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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 33) (Volume 2)

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Management number 233657731 Release Date 2026/06/27 List Price $17.44 Model Number 233657731
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This book, and its companion volume, 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. Read more

ISBN10 0521796490
ISBN13 978-3540713340
Edition 1st
Language English
Publisher Cambridge University Press
Dimensions 5.99 x 0.9 x 9.02 inches
Item Weight 1.2 pounds
Print length 398 pages
Publication date July 23, 2001

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