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Paperback Essays in Econometrics Book

ISBN: B004SHV3XY

ISBN13: 9780521774963

Essays in Econometrics

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Format: Paperback

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Book Overview

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...

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