Essays in Econometrics: Collected Papers of Clive W. J. Granger by Norman R. Swanson 0000-00-00 00:00:00

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Essays in Econometrics: Collected Papers of Clive W. J. Granger by Norman R. Swanson
Author
Norman R. Swanson
Publisher
Cambridge University Press
Date of release
Pages
544
ISBN
9780521772976
Binding
Hardcover
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PDF, EPUB, MOBI, TXT, DOC
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5
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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.

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