Essays in Econometrics 2 Volume Paperback Set : Collected Papers of Clive W. J. Granger

Essays in Econometrics 2 Volume Paperback Set : Collected Papers of Clive W. J. Granger

Details

Author(s)
Clive W. J. Granger, Eric Ghysels, Norman R. Swanson, Mark W. Watson
Format
Paperback | 944 pages
Dimensions
154 x 230 x 50mm | 1,270g
Publication date
18 Oct 2001
Publisher
CAMBRIDGE UNIVERSITY PRESS
Publication City/Country
Cambridge, United Kingdom
Language
English
Illustrations note
125 Tables, unspecified; 77 Line drawings, unspecified
ISBN10
0521796970
ISBN13
9780521796972
Bestsellers rank
2,523,877

Description

This two-volume set of books in the Econometric Society Monographs series (ESM numbers 32 and 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 these volumes explore topics in spectral analysis, seasonality, nonlinearity, methodology, forecasting, 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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