Granger Clive W. J. (EN) — Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory

Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory краткое содержание

Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory - описание и краткое содержание, автор Granger Clive W. J. (EN), читать бесплатно онлайн на сайте электронной библиотеки Lib-King.Ru.

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.