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Cover of Essays in Econometrics

Essays in Econometrics

by Clive W. J. Granger, Eric Ghysels, Norman R. Swanson

Cambridge University Press

₹4,717

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9780521796491
ISBN-10
0521796490
Authors
Clive W. J. Granger, Eric Ghysels, Norman R. Swanson
Condition
New
Subject
Economics
See all