Logotipo librería Marcial Pons
Essays in econometrics

Essays in econometrics
Vol.II: Casuality, integration and cointegration, and long memory

  • ISBN: 9780521796491
  • Editorial: Cambridge University Press
  • Lugar de la edición: Cambridge. Reino Unido
  • Encuadernación: Rústica
  • Medidas: 22 cm
  • Nº Pág.: 396
  • Idiomas: Inglés

Papel: Rústica
39,47 €
Stock en librerías. Envío en 24/48 horas

Resumen

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.

Resumen

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