《Essays in Econometrics》是Cambridge University Press出版的圖書，作者是Clive W. J. Granger
基本介紹
- ISBN：9780521796491
- 作者：Clive W. J. Granger
- 出版社：Cambridge University Press
- 出版時間：2001年7月23日
- 頁數：398
- 定價：USD 77.00
- 裝幀：Paperback
內容簡介
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. The papers assembled in this volume explore topics in causality, integration a...(展開全部) 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. 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.
