Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)

Granger, Clive W. J.

ISBN 10: 0521772974 / ISBN 13: 9780521772976

Published by Cambridge University Press, 2001

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Bibliographic Details

• Title: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
• Publisher: Cambridge University Press
• Publication Date: 2001
• Language: English
• ISBN 10: 0521772974
• ISBN 13: 9780521772976
• Binding: Hardcover
• Condition: New

About this title

Synopsis

This book, and its companion volume, 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 spectral analysis, seasonality, nonlinearity, methodology, and forecasting. 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.

Book Description

This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), 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 spectral analysis, seasonality, nonlinearity, methodology, and forecasting. 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.