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Essays In Econometrics Collected Papers Of Clive W J Granger Granger

  • SKU: BELL-22067556
Essays In Econometrics Collected Papers Of Clive W J Granger Granger
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Essays In Econometrics Collected Papers Of Clive W J Granger Granger instant download after payment.

Publisher: Cambridge University Press
File Extension: PDF
File size: 2.87 MB
Pages: 544
Author: Granger, Clive W J;Ghysels, Eric(Editor);Swanson, Norman R(Editor);Watson, Mark W(Editor)
ISBN: 9780521772976, 0521772974
Language: English
Year: 2001

Product desciption

Essays In Econometrics Collected Papers Of Clive W J Granger Granger by Granger, Clive W J;ghysels, Eric(editor);swanson, Norman R(editor);watson, Mark W(editor) 9780521772976, 0521772974 instant download after payment.

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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