A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957)
Econometric Analysis of Financial and Economic Time Series
ISBN: 978-0-76231-273-3, eISBN: 978-1-84950-388-4
Publication date: 24 March 2006
Abstract
In a brilliant career spanning almost five decades, Sir Clive Granger has made numerous contributions to time series econometrics. This paper reappraises his very first paper, published in 1957 on sunspot numbers.
Citation
Yoon, G. (2006), "A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957)", Fomby, T.B. and Terrell, D. (Ed.) Econometric Analysis of Financial and Economic Time Series (Advances in Econometrics, Vol. 20 Part 2), Emerald Group Publishing Limited, Leeds, pp. 297-314. https://doi.org/10.1016/S0731-9053(05)20031-2
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited