Essays in Econometrics

Collected Papers of Clive W. J. Granger

Clive W. J. Granger, Eric Ghysels (University of North Carolina, Chapel Hill), Norman R. Swanson (Texas A & M University) , Mark W. Watson (Princeton University, New Jersey)

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English

Cambridge University Press
18 October 2001

Econometrics; Economic forecasting

Series: Essays in Econometrics 2 Volume Hardback Set

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 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.

By: Clive W. J. Granger
Edited by: Eric Ghysels (University of North Carolina Chapel Hill), Norman R. Swanson (Texas A & M University), Mark W. Watson (Princeton University, New Jersey)
Imprint: Cambridge University Press
Country of Publication: United Kingdom
Volume: Volume 1
Dimensions: Height: 229mm, Width: 152mm, Spine: 30mm
Weight: 890g
ISBN: 9780521772976
ISBN 10: 0521772974
Series: Essays in Econometrics 2 Volume Hardback Set
Pages: 544
Publication Date: 18 October 2001
Audience: Professional and scholarly , Undergraduate
Format: Hardback
Publisher's Status: Active

Reviews for Essays in Econometrics: Collected Papers of Clive W. J. Granger

"""All the articles are a delight to read and give a deep historical and methodological insight...These two volumes are a must-read for any student or researcher in econometrics."" Journal of the American Statistical Association ""It is truly a treat to read all the articles on so many different and important topics."" Mathematical Reviews"