Essays in Econometrics: Collected Papers of Clive W. J. Granger - Couverture rigide

Granger, Clive W. J.

 
9780521772976: Essays in Econometrics: Collected Papers of Clive W. J. Granger
Couverture rigide
ISBN 10 : 0521772974 ISBN 13 : 9780521772976
Editeur : Cambridge University Press, 2001

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2001
Langue
anglais
ISBN 10 
0521772974
ISBN 13 
9780521772976
Reliure
Relié
Nombre de pages
544
Éditeur
Ghysels Eric, Swanson Norman R., Watson Mark W.
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521774963: Essays in Econometrics

Edition présentée

ISBN 10 :  0521774969 ISBN 13 :  9780521774963
Editeur : Cambridge University Press, 2001
Couverture souple