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Synopsis
This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), 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.
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Présentation de l'éditeur
This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), 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.
Revue de presse
"All the articles are a delight to read and give a deep historical and methodological insight...These two volumes are a must-read for any student or researcher in econometrics." Journal of the American Statistical Association
"It is truly a treat to read all the articles on so many different and important topics." Mathematical Reviews
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ESSAYS IN ECONOMETRICS : COLLECTED PAPERS OF CLIVE W. J. GRANGER
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Cambridge University Press, 2001
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
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Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1
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Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1
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ISBN 10 : 0521772974
ISBN 13 : 9780521772976
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
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Cambridge University Press, 2001
ISBN 10 : 0521772974
ISBN 13 : 9780521772976
Neuf
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
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ISBN 10 : 0521772974
ISBN 13 : 9780521772976
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Essays in Econometrics
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in . N° de réf. du vendeur 446946656
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Essays in Econometrics: Collected Papers of Clive W.J. Granger : Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting: Vol 001
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Hardcover. Etat : Brand New. 1st edition. 544 pages. 9.00x6.25x1.25 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0521772974
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
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ISBN 13 : 9780521772976
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Hardcover)
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Cambridge University Press, Cambridge, 2001
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ISBN 13 : 9780521772976
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Hardcover. Etat : new. Hardcover. This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9780521772976
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