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9780521796491

Essays in Econometrics Collected Papers of Clive W. J. Granger Causality, Integration and Cointegration, and Long Memory

Essays in Econometrics Collected Papers of Clive W. J. Granger Causality, Integration and Cointegration, and Long Memory
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Product details

  • ISBN-13: 9780521796491
  • ISBN: 0521796490
  • Publisher: Cambridge University Press

AUTHOR

Ghysels, Eric, Swanson, Norman R., Watson, Mark W.

SUMMARY

This text and its companion volume in the Econometric Society Monographs series present a collection of papers by Clive W.J. Granger. These papers explore topics in causality, integration and cointegration, and long memory.Ghysels, Eric is the author of 'Essays in Econometrics Collected Papers of Clive W. J. Granger Causality, Integration and Cointegration, and Long Memory' with ISBN 9780521796491 and ISBN 0521796490.

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