01239nam a2200217Ia 4500 CTU_167134 210402s9999 xx 000 0 und d 55.85 330.015195 G758/Vol.1 Granger, C. W. J. Essays in econometrics : Collected papers of Clive W.J. Granger Edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson Cambridge Cambridge University Press 2001 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 Econometrics,Kinh tế lượng Đình Thư, Trúc Trung tâm Học liệu Trường Đại học Cần Thơ