Essays in econometrics : collected papers of Clive W.J. Granger . Volume 2 Causality, integration and cointegration, and long memory / / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson [[electronic resource]]

• Autore: Granger C. W. J (Clive William John), <1934-2009, >
• Pubblicazione: Cambridge : , : Cambridge University Press, , 2001
• Descrizione fisica: 1 online resource (xviii, 378 pages) : digital, PDF file(s)
• Disciplina: 330/.01/5195
• Soggetto topico: Econometrics
• Persona (resp. second.): GhyselsEric <1956->; SwansonNorman R <1964-> (Norman Rasmus); WatsonMark W.
• Note generali: Title from publisher's bibliographic system (viewed on 05 Oct 2015).
• Nota di bibliografia: Includes bibliographical references and index.
• Sommario/riassunto: 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.
• Titolo autorizzato: Essays in econometrics
• ISBN: 1-139-88285-6; 1-280-16035-7; 1-139-14681-5; 0-511-11903-8; 0-511-06725-9; 0-511-06094-7; 0-511-29763-7; 0-511-75397-7; 0-511-06938-3
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: 9910450530003321
• Lo trovi qui: Univ. Federico II
• Serie: Econometric Society monographs ; ; 33.