Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1 (Econometric Society Monographs) Book + PRICE WATCH * Amazon pricing is not included in price watch

Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1 (Econometric Society Monographs) Book

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 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.Read More

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  • 0521774969
  • 9780521774963
  • Clive W. J. Granger
  • 23 July 2001
  • Cambridge University Press
  • Paperback (Book)
  • 544
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