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Essays in Econometrics

Essays in Econometrics

Paperback

Economics

ISBN10: 0521774969
ISBN13: 9780521774963
Publisher: Cambridge University Press
Published: Jul 23 2001
Pages: 544
Weight: 1.58
Height: 1.15 Width: 6.02 Depth: 9.10
Language: English
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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Economics