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