Can I read Estimation of Common Long Memory Components in Cointegrated Systems on EtoBox?

Estimation of Common Long Memory Components in Cointegrated Systems by Granger, Clive W. J.; Ghysels, Eric; Swanson, Norman R.; Watson, Mark W. is a scholarly article available to read on EtoBox.

What is Estimation of Common Long Memory Components in Cointegrated Systems about?

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.

Author

Granger, Clive W. J.; Ghysels, Eric; Swanson, Norman R.; Watson, Mark W.

Publisher

Cambridge University Press (Virtual Publishing)

Published

2001

Language

EN

ISBN

9780511060946