Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle

This paper provides a non-technical and illustrated introduction to the econometric contributions of the 2003 Nobel Prize winners, Robert Engle and Clive Granger, with special emphasis on their implications for heterodox economists.

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Year of publication:	2004-09
Authors:	Matthews, Peter Hans
Subject:	ARCH \| GARCH \| cointegration \| error correction model \| general-to-speci...c

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Extent:	application/pdf
Series:	Middlebury College Working Paper Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	48 pages
Classification:	B23 - Econometrics; Quantitative Studies ; B40 - Economic Methodology. General ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005417027