Home

WorldCat Home About WorldCat Help

Search

Search for Library Items Search for Lists Search for Contacts Search for a Library

Create lists, bibliographies and reviews: or

Cite/Export

Cite/Export

Copy a citation

APA (6th ed.)

Chicago (Author-Date, 15th ed.)

Harvard (18th ed.)

MLA (7th ed.)

Turabian (6th ed.)

Export a citation
Export to RefWorks Export to EndNote / Reference Manager Export to EasyBib
Export to EndNote / Reference Manager(non-Latin) Cancel
Note: Citations are based on reference standards. However, formatting rules can vary widely between applications and fields of interest or study. The specific requirements or preferences of your reviewing publisher, classroom teacher, institution or organization should be applied.
Print
E-mail

E-mail

All fields are required.

The E-mail Address(es) field is required. Please enter recipient e-mail address(es).

The E-mail Address(es) you entered is(are) not in a valid format. Please re-enter recipient e-mail address(es).

You may send this item to up to five recipients.
Enter recipient e-mail address(es): Separate up to five addresses with commas (,)
The name field is required. Please enter your name.
Enter your name: Subject:
The E-mail message field is required. Please enter the message.
E-mail Message: I thought you might be interested in this item at http://www.worldcat.org/oclc/299242380 Title: Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory Author: C W J Granger; Eric Ghysels; Norman R Swanson; Mark W Watson Publisher: Cambridge : Cambridge University Press, 2001. ISBN/ISSN: 0511119038 9780511119033 OCLC:299242380

Please verify that you are not a robot.

Cancel
Share
Permalink

Permalink

Copy this URL to link to this page:

Write a review
Rate this item:
- 1
- 2
- 3
- 4
- 5

Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory

Preview this item

Checking...

Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory

Author:	C W J Granger; Eric Ghysels; Norman R Swanson; Mark W Watson
Publisher:	Cambridge : Cambridge University Press, 2001.
Series:	Econometric Society monographs, no. 33.
Edition/Format:	eBook : Document : English
Summary:	These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.
Rating:	(not yet rated) 0 with reviews - Be the first.
Subjects	Econometrics.
More like this	User lists Similar Items

Borrow / obtain a copy

Find a copy online

Links to this item

Cambridge Books Online

MyiLibrary

MyiLibrary, Table of contents

Find a copy in the library

Finding libraries that hold this item...

Details

Genre/Form:	Electronic books
Additional Physical Format:	Print version: Granger, C.W.J. (Clive William John), 1934- Essays in econometrics. Cambridge : Cambridge University Press, 2001 (DLC) 00034306
Material Type:	Document, Internet resource
Document Type:	Internet Resource, Computer File
All Authors / Contributors:	C W J Granger; Eric Ghysels; Norman R Swanson; Mark W Watson Find more information about:
ISBN:	0511119038 9780511119033
OCLC Number:	299242380
Description:	1 online resource (xviii, 378 pages) : illustrations, tables.
Contents:	Part I. Causality: 1. Investigating causal relations by econometric models and cross-spectral methods; 2. Testing for causality; 3. Some recent developments in a concept of causality; 4. Advertising and aggregate consumption: an analysis of causality R. Ashley and R. Schmalensee; Part II. Integration and Cointegration: 5. Spurious regressions in econometrics; 6. Some properties of time series data and their use in econometric model specification; 7. Time series analysis of error correction models A. A. Weiss; 8. Co-Integration and error-correction: representation, estimation and testing; 9. Developments in the study of cointegrated economic variables; 10. Seasonal integration and cointegration S. Hylleberg, R. F. Engle and B. S. Yoo; 11. A cointegration analysis of Treasury Bill yields A. D. Hall and H. M. Anderson; 12. Estimation of common long-memory components in Cointegrated Systems J. Gonzalo; 13. Separation in cointegrated systems and persistent-transitory decompositions N. Haldrup; 14. Nonlinear transformations of Integrated Time Series J. Hallman; 15. Long Memory Series with attractors J. Hallman; 16. Further developments in the study of cointegrated variables N. R. Swanson; Part III. Long Memory: 17. An introduction to long-memory Time Series models and fractional differencing R. Joyeux; 18. Long-memory relationships and the aggregation of dynamic models; 19. A long memory property of stock market returns and a new model Z. Ding and R. F. Engle.
Series Title:	Econometric Society monographs, no. 33.
Responsibility:	edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.

Reviews

Editorial reviews

Publisher Synopsis

'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.' De Economist Read more...

User-contributed reviews

Linked Data

Primary Entity

<http://www.worldcat.org/oclc/299242380> # Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory
    a schema:CreativeWork, schema:Book, schema:MediaObject ;
    library:oclcnum "299242380" ;
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/enk> ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/4916861853#Place/cambridge> ; # Cambridge
    schema:about <http://dewey.info/class/330.015195/e21/> ;
    schema:about <http://id.worldcat.org/fast/901574> ; # Econometrics
    schema:bookFormat schema:EBook ;
    schema:contributor <http://viaf.org/viaf/24715548> ; # Eric Ghysels
    schema:contributor <http://viaf.org/viaf/14849621> ; # Mark W. Watson
    schema:contributor <http://viaf.org/viaf/27305420> ; # Norman Rasmus Swanson
    schema:creator <http://viaf.org/viaf/108860026> ; # Clive William John Granger
    schema:datePublished "2001" ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/4916861853> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/4916861853#Series/econometric_society_monographs> ; # Econometric Society monographs ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/4916861853#CreativeWork/essays_in_econometrics> ;
    schema:name "Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory"@en ;
    schema:productID "299242380" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/299242380#PublicationEvent/cambridge_cambridge_university_press_2001> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/4916861853#Agent/cambridge_university_press> ; # Cambridge University Press
    schema:url <http://dx.doi.org/10.1017/CBO9780511753978> ;
    schema:url <http://www.myilibrary.com?id=16035&ref=toc> ;
    schema:url <http://www.myilibrary.com?id=16035> ;
    schema:workExample <http://worldcat.org/isbn/9780511119033> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/299242380> ;
    .

Related Entities

<http://dewey.info/class/330.015195/e21/>
a schema:Intangible ;
.

<http://experiment.worldcat.org/entity/work/data/4916861853#Agent/cambridge_university_press> # Cambridge University Press
    a bgn:Agent ;
    schema:name "Cambridge University Press" ;
    .

<http://experiment.worldcat.org/entity/work/data/4916861853#Place/cambridge> # Cambridge
    a schema:Place ;
    schema:name "Cambridge" ;
    .

<http://experiment.worldcat.org/entity/work/data/4916861853#Series/econometric_society_monographs> # Econometric Society monographs ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/299242380> ; # Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory
    schema:name "Econometric Society monographs ;" ;
    .

<http://id.loc.gov/vocabulary/countries/enk>
    a schema:Place ;
    dcterms:identifier "enk" ;
    .

<http://id.worldcat.org/fast/901574> # Econometrics
    a schema:Intangible ;
    schema:name "Econometrics"@en ;
    .

<http://viaf.org/viaf/108860026> # Clive William John Granger
    a schema:Person ;
    schema:birthDate "1934" ;
    schema:deathDate "2009" ;
    schema:familyName "Granger" ;
    schema:givenName "Clive William John" ;
    schema:givenName "C. W. J." ;
    schema:name "Clive William John Granger" ;
    .

<http://viaf.org/viaf/14849621> # Mark W. Watson
    a schema:Person ;
    schema:familyName "Watson" ;
    schema:givenName "Mark W." ;
    schema:name "Mark W. Watson" ;
    .

<http://viaf.org/viaf/24715548> # Eric Ghysels
    a schema:Person ;
    schema:birthDate "1956" ;
    schema:familyName "Ghysels" ;
    schema:givenName "Eric" ;
    schema:name "Eric Ghysels" ;
    .

<http://viaf.org/viaf/27305420> # Norman Rasmus Swanson
    a schema:Person ;
    schema:birthDate "1964" ;
    schema:familyName "Swanson" ;
    schema:givenName "Norman Rasmus" ;
    schema:givenName "Norman R." ;
    schema:name "Norman Rasmus Swanson" ;
    .

<http://worldcat.org/entity/work/data/4916861853#CreativeWork/essays_in_econometrics>
    a schema:CreativeWork ;
    rdfs:label "Essays in econometrics." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/299242380> ; # Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory
    .

<http://worldcat.org/isbn/9780511119033>
    a schema:ProductModel ;
    schema:isbn "0511119038" ;
    schema:isbn "9780511119033" ;
    .

<http://www.worldcat.org/title/-/oclc/299242380>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
    schema:about <http://www.worldcat.org/oclc/299242380> ; # Essays in econometrics : collected papers of Clive W.J. Granger. Vol. II, Causality, integration and cointegration, and long memory
    schema:dateModified "2018-04-16" ;
    void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .

<http://www.worldcat.org/title/-/oclc/299242380#PublicationEvent/cambridge_cambridge_university_press_2001>
    a schema:PublicationEvent ;
    schema:location <http://experiment.worldcat.org/entity/work/data/4916861853#Place/cambridge> ; # Cambridge
    schema:organizer <http://experiment.worldcat.org/entity/work/data/4916861853#Agent/cambridge_university_press> ; # Cambridge University Press
    schema:startDate "2001" ;
    .

Content-negotiable representations

Turtle (text/turtle)
JSON-LD (application/ld+json)
RDF/XML (application/rdf+xml)
N-TRIPLES (text/plain)
HTML+RDFa (text/html)

Please sign in to WorldCat

Don't have an account? You can easily create a free account.

You:	Sign In \| Register \| My WorldCat \| My Lists \| My Watchlist \| My Reviews \| My Tags \| My Saved Searches
WorldCat:	Home \| About \| Help \| Search

Nearby libraries