| Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting: Collected Papers of Clive W. J. Granger Contributor(s): Granger, Clive W. J. (Author), Ghysels, Eric (Editor), Swanson, Norman R. (Editor) |
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ISBN: 0511753969 ISBN-13: 9780511753961 Publisher: Cambridge University Press OUR PRICE: $140.25 Product Type: Open Ebook - Other Formats Published: July 2010 |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Business & Economics | Statistics - Business & Economics | Economics - General |
| Dewey: 330.011 |
| Series: Econometric Society Monographs |
| Descriptions, Reviews, Etc. |
| Publisher Description: This book, and its companion volume, 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. |
