Essays in Econometrics: Collected Papers of Clive W. J. Granger

by Clive W.J. Granger, C.W.J. Granger

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Format Hardcover

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Description 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.

Publisher Description

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.

Author Biography

Chancellor's Associate Chair in Economics, University of California, San Diego. Winner of The Nobel Prize for Economics 2003.

Details

  • ISBN 0521772974
  • ISBN-13 9780521772976
  • Title Essays in Econometrics: Collected Papers of Clive W. J. Granger
  • Author Clive W.J. Granger, C.W.J. Granger
  • Format Hardcover
  • Year 2001
  • Pages 544
  • Edition 1st
  • Publisher Cambridge University Press
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