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

by Clive W.J. Granger

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: B004SHV3XY
• ISBN13: 9780521774963
• Release Date: July 2001
• Publisher: Cambridge University Press
• Length: 544 Pages
• Weight: 1.60 lbs.
• Dimensions: 1.1" x 6.0" x 9.1"