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Essays in Econometrics : = Volume 2,...

Granger, Clive W. J.

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Essays in Econometrics : = Volume 2, Causality, Integration and Cointegration, and Long Memory.

Record Type:	Electronic resources : Monograph/item
Title/Author:	Essays in Econometrics :/
Reminder of title:	Volume 2, Causality, Integration and Cointegration, and Long Memory.
Author:	Granger, Clive W. J.
other author:	Ghysels, Eric.
Published:	Cambridge :Cambridge University Press, : 2001.,
Description:	398 p.
[NT 15003449]:	Cover; Preliminaries; Introduction; CHAPTER 1 Investigating Causal Relations by Econometric Models and Cross-Spectral Methods; CHAPTER 2 Testing for Causality; CHAPTER 3 Some Recent Developments in A Concept of Causality; CHAPTER 4 Advertising and Aggregate Consumption: An Analysis of Causality; CHAPTER 5 Spurious Regressions in Econometrics; CHAPTER 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification; CHAPTER 7 Time Series Analysis of Error-Correction Models; CHAPTER 8 Co-Integration and Error Correction: Representation, Estimation, and Testing
[NT 15003449]:	CHAPTER 9 Developments in the Study of Cointegrated Economic VariablesCHAPTER 10 Seasonal Integration and Cointegration; CHAPTER 11 A Cointegration Analysis of Treasury Bill Yields; CHAPTER 12 Estimation of Common Long-Memory Components in Cointegrated Systems; CHAPTER 13 Separation in Cointegrated Systems and Persistent-Transitory Decompositions; CHAPTER 14 Nonlinear Transformations of Integrated Time Series; CHAPTER 15 L
Subject:	Econometrics. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511753978Click here to view book
ISBN:	9780511753978 (electronic bk.)

Essays in Econometrics : = Volume 2, Causality, Integration and Cointegration, and Long Memory.
Granger, Clive W. J.

Essays in Econometrics :Volume 2, Causality, Integration and Cointegration, and Long Memory.[electronic resource]. - Cambridge :Cambridge University Press,2001. - 398 p.

Cover; Preliminaries; Introduction; CHAPTER 1 Investigating Causal Relations by Econometric Models and Cross-Spectral Methods; CHAPTER 2 Testing for Causality; CHAPTER 3 Some Recent Developments in A Concept of Causality; CHAPTER 4 Advertising and Aggregate Consumption: An Analysis of Causality; CHAPTER 5 Spurious Regressions in Econometrics; CHAPTER 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification; CHAPTER 7 Time Series Analysis of Error-Correction Models; CHAPTER 8 Co-Integration and Error Correction: Representation, Estimation, and Testing

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.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511753978 (electronic bk.)Subjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 .G69 2001eb

Dewey Class. No.: 330.015195

Essays in Econometrics : = Volume 2, Causality, Integration and Cointegration, and Long Memory.
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020 $a 9780521792073 (print)
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100 1 $a Granger, Clive W. J. $3 1898345
245 1 0 $a Essays in Econometrics : $b Volume 2, Causality, Integration and Cointegration, and Long Memory. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2001.
300 $a 398 p.
505 0 $a Cover; Preliminaries; Introduction; CHAPTER 1 Investigating Causal Relations by Econometric Models and Cross-Spectral Methods; CHAPTER 2 Testing for Causality; CHAPTER 3 Some Recent Developments in A Concept of Causality; CHAPTER 4 Advertising and Aggregate Consumption: An Analysis of Causality; CHAPTER 5 Spurious Regressions in Econometrics; CHAPTER 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification; CHAPTER 7 Time Series Analysis of Error-Correction Models; CHAPTER 8 Co-Integration and Error Correction: Representation, Estimation, and Testing
505 8 $a CHAPTER 9 Developments in the Study of Cointegrated Economic VariablesCHAPTER 10 Seasonal Integration and Cointegration; CHAPTER 11 A Cointegration Analysis of Treasury Bill Yields; CHAPTER 12 Estimation of Common Long-Memory Components in Cointegrated Systems; CHAPTER 13 Separation in Cointegrated Systems and Persistent-Transitory Decompositions; CHAPTER 14 Nonlinear Transformations of Integrated Time Series; CHAPTER 15 L
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 542934
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Ghysels, Eric. $3 1897815
700 1 $a Hammond, Peter. $3 1898069
700 1 $a Holly, Alberto. $3 1898070
700 1 $a Swanson, Norman R. $3 1899070
700 1 $a Watson, Mark W. $3 908523
710 2 $a Ebooks Corporation. $3 1314793
776 1 $z 9780521792073
856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511753978