Essays in Econometrics - Couverture souple

Granger, Clive W. J.

Couverture souple

ISBN 10 : 0521774969 ISBN 13 : 9780521774963

Editeur : Cambridge University Press, 2001

Synopsis

These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.

A propos du livre

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

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2001
• Langue: anglais
• ISBN 10: 0521774969
• ISBN 13: 9780521774963
• Reliure: Broché
• Numéro d'édition: 1
• Nombre de pages: 544
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France