| Essays in Econometrics: 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: 0521772974 ISBN-13: 9780521772976 Publisher: Cambridge University Press OUR PRICE: $112.10 Product Type: Hardcover - Other Formats Published: August 2001 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Econometrics - Medical - Business & Economics | Economics - General |
| Dewey: 330.015 |
| LCCN: 00034306 |
| Series: Econometric Society Monographs |
| Physical Information: 1.3" H x 6.2" W x 9.1" (1.80 lbs) 544 pages |
