Essays in Econometrics : Collected Papers of Clive W. J. Granger

Essays in Econometrics : Collected Papers of Clive W. J. Granger

Details

Author(s)
Clive W. J. Granger, Eric Ghysels, Norman R. Swanson, Mark W. Watson
Format
Paperback | 544 pages
Dimensions
153 x 231 x 29mm | 720g
Publication date
01 May 2015
Publisher
CAMBRIDGE UNIVERSITY PRESS
Publication City/Country
Cambridge, United Kingdom
Language
English
Illustrations note
76 Tables, unspecified; 33 Line drawings, unspecified
ISBN10
0521774969
ISBN13
9780521774963

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.


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