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

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  • Peter Hans Matthews

Abstract

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.

Suggested Citation

  • 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.
    • Handle: RePEc:mdl:mdlpap:0416
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    References listed on IDEAS

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    1. Douglas Lamdin, 2008. "Galbraith on Advertising, Credit, and Consumption: A Retrospective and Empirical Investigation with Policy Implications," Review of Political Economy, Taylor & Francis Journals, vol. 20(4), pages 595-611.
    2. Erdal Atukeren, 2008. "Christmas cards, Easter bunnies, and Granger-causality," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(6), pages 835-844, December.

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    More about this item

    Keywords

    ARCH; GARCH; cointegration; error correction model; general-to-speci...c;
    All these keywords.

    JEL classification:

    • 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; Diffusion Processes

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