Essays in Econometrics (English, Clive W. J. Granger | Eric Ghysels | Norman R. Swanson)-65% OFF
Business & Economics

Essays in Econometrics (English, Clive W. J. Granger | Eric Ghysels | Norman R. Swanson)

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Book Details

ISBN-139780521772976
ISBN-100521772974

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About the Book

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 c…

ISBN: 9780521772976

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