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Essays in Econometrics
Clive W. J. Granger
其他書名
Collected Papers of Clive W. J. Granger
出版Cambridge University Press, 2001-07-23
主題Business & Economics / EconometricsBusiness & Economics / Forecasting
ISBN05217964909780521796491
URLhttp://books.google.com.hk/books?id=cafyVrxF5uwC&hl=&source=gbs_api
EBookSAMPLE
註釋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.