Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle

Peter Matthews

Review of Political Economy, 2005, vol. 17, issue 1, 1-28

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 a special emphasis on their implications for heterodox economists.

Date: 2005
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Working Paper: Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle (2004)
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DOI: 10.1080/0953825042000313780

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