Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.

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 valu...

Full description

Bibliographic Details

Online Access:	Full Text (via ProQuest) Full Text (via ProQuest)
Main Author:	Granger, C. W. J. (Clive William John), 1934-2009
Other Authors:	Ghysels, Eric, 1956-, Swanson, Norman R. (Norman Rasmus), 1964-, Watson, Mark W.
Format:	eBook
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2001.
Series:	Econometric Society monographs ; no. 32-33.
Subjects:	Econometrics.