Essays in Econometrics Real Author-Name:Granger,Clive W. J

Edited by Eric Ghysels, Norman Swanson () and Mark Watson

in Cambridge Books from Cambridge University Press

Abstract: 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.

Date: 2001
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Book: Essays in Econometrics Real Author-Name:Granger,Clive W. J (2001)
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Book: Essays in Econometrics Real Author-Name:Granger,Clive W. J (2001)
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