Essays in Econometrics

Clive W. J. Granger

Cambridge University Press, 2001

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These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value.

ISBN-13
9780521772976
ISBN-10
0521772974
Publisher
Cambridge University Press
Year
2001
Publication date
2001-08-06
Pages
544
Dimensions
162x237x37
Weight
924