Essays in Econometrics: Collected Papers of Clive W. J. Granger (Paperback) (ISBN-13: 9780521774963)

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.

Author: Clive W. J. Granger
ISBN-10: 0521774969
ISBN-13: 9780521774963
Publisher: Cambridge University Press
Language: English
Published: 07/23/2001
Pages: 544
Format: Paperback
Weight: 1.58lbs
Size: 9.10h x 6.02w x 1.15d