Essays in Econometrics
Clive W. J. Granger
Cambridge University Press, 2001
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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.
- ISBN-13
- 9780521792073
- ISBN-10
- 052179207X
- Publisher
- Cambridge University Press
- Year
- 2001
- Publication date
- 2001-07-30
- Pages
- 396
- Dimensions
- 237x160x26
- Weight
- 642