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Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger

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Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger - Granger, Clive W. J., and Ghysels, Eric (Editor), and Swanson, Norman R. (Editor)
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This two-volume set of books in the Econometric Society Monographs series (ESM numbers 32 and 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 these volumes explore topics in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory. The two volumes contain the original ...

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Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger 2001, Cambridge University Press, Cambridge

ISBN-13: 9780521796972

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