Essays in econometrics : Collected papers of Clive W.J. Granger
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 spectr...
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| Format: | Book |
| Language: | Undetermined |
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Cambridge
Cambridge University Press
2001
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| Institutions: | Trung tâm Học liệu Trường Đại học Cần Thơ |
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| Summary: | 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 |
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