Paradise lost and found? The econometric contributions of Clive W. J. Granger and Robert F. Engle
AbstractThis paper provides a non-technical and illustrated introduction to the econometric contributions of the 2003 Nobel Prize winners, Robert Engle and Clive Granger, with a special emphasis on their implications for heterodox economists.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Review of Political Economy.
Volume (Year): 17 (2005)
Issue (Month): 1 ()
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Other versions of this item:
- Peter Hans Matthews, 2004. "Paradise Lost and Found? The Econometric Contributions of Clive W.J. Granger and Robert F. Engle," Middlebury College Working Paper Series 0416, Middlebury College, Department of Economics.
- B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
- B40 - Schools of Economic Thought and Methodology - - Economic Methodology - - - General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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