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portada Essays in Econometrics: Collected Papers of Clive w. J. Granger (Econometric Society Monographs) (Volume 2)
Type
Physical Book
Year
2001
Language
Inglés
Pages
398
Format
Paperback
Dimensions
23.1 x 13.6 x 2.2 cm
Weight
0.53 kg.
ISBN
0521796490
ISBN13
9780521796491
Edition No.
1

Essays in Econometrics: Collected Papers of Clive w. J. Granger (Econometric Society Monographs) (Volume 2)

Clive W. J. Granger (Author) · Eric Ghysels (Illustrated by) · Norman R. Swanson (Illustrated by) · Cambridge University Press · Paperback

Essays in Econometrics: Collected Papers of Clive w. J. Granger (Econometric Society Monographs) (Volume 2) - Granger, Clive W. J. ; Ghysels, Eric ; Swanson, Norman R.

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Synopsis "Essays in Econometrics: Collected Papers of Clive w. J. Granger (Econometric Society Monographs) (Volume 2)"

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.

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