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Essays in Econometrics

By: Clive W. J. Granger (Author) , Chapel Hill) Ghysels Eric (University of North Carolina (Author) , New Jersey) Swanson Norman R. (Rutgers University (Author)

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Ksh 6,250.00

Format: Paperback or Softback

ISBN-13: 9780521796491

Publisher: Cambridge University Press

Publication Date: Jul 23rd, 2001

Weight: 534 grams

Dimension: 23.10 x 13.60 x 2.20 cms

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These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. The introduction by Eric Gysels, Norman R. Swanson, and Mark W. Watson places the essays in context and demonstrates their enduring value.

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