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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)
Essays in Econometrics Collected Papers of Clive W J Granger - Econometric Society Monographs
Author: 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 spectral analysis, seasonality, nonlinearity, methodo...  more »
ISBN-13: 9780521774963
ISBN-10: 0521774969
Publication Date: 7/23/2001
Pages: 544
Edition: 1
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Publisher: Cambridge University Press
Book Type: Paperback
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