Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle

Peter Matthews

Middlebury College Working Paper Series from Middlebury College, Department of Economics

Abstract: This paper provides a non-technical and illustrated introduction to the econometric contributions of the 2003 Nobel Prize winners, Robert Engle and Clive Granger, with special emphasis on their implications for heterodox economists.

Keywords: ARCH; GARCH; cointegration; error correction model; general-to-speci...c (search for similar items in EconPapers)
JEL-codes: B23 B40 C22 (search for similar items in EconPapers)
Pages: 48 pages
Date: 2004-09
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Journal Article: Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle (2005)
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