Essays in Econometrics - Paperback - 9780521774963

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.

• | Author: Clive W. J. Granger
• | Publisher: Cambridge University Press
• | Publication Date: Jul 23, 2001
• | Number of Pages: 544 pages
• | Binding: Paperback or Softback
• | ISBN-10: 0521774969
• | ISBN-13: 9780521774963