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Essays in Econometrics by Clive W. J. Granger, Eric Ghysels, Norman R. Swanson

Essays in Econometrics

by Clive W. J. Granger , Eric Ghysels , Norman R. Swanson
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Book cover type: Paperback
  • ISBN13: 9780521774963
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Cambridge University Press
  • Publisher Imprint: Cambridge University Press
  • Publication Date:
  • Pages: 544
  • Original Price: GBP 42.0
  • Language: English
  • Edition: N/A
  • Item Weight: 717 grams
  • BISAC Subject(s): Econometrics

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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