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  1. Home
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  3. Essays in Econometrics
  • Cited by 20
Publisher:
Cambridge University Press
Online publication date:
July 2010
Print publication year:
2001
Online ISBN:
9780511753978
DOI:
https://doi.org/10.1017/CBO9780511753978
Subjects:
Economics, Econometrics and Mathematical Methods, Statistics for Econometrics, Finance and Insurance, Statistics and Probability
Series:
Econometric Society Monographs (33)
Information

Book description

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.

Reviews

‘Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. … this book constitutes a highly recommendable addition to your bookshelf.‘

Source: De Economist

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