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.
- ISBN13 9780521772976
- Publish Date 6 August 2001 (first published 8 June 2001)
- Publish Status Active
- Out of Print 6 June 2022
- Publish Country GB
- Imprint Cambridge University Press
- Format Hardcover
- Pages 544
- Language English