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Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger - Couverture souple

Granger, Clive W. J.

 
9780521796972: Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger

Synopsis

Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory.

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Présentation de l'éditeur

This two-volume set of books in the Econometric Society Monographs series (ESM numbers 32 and 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 these volumes explore topics in spectral analysis, seasonality, nonlinearity, methodology, forecasting, 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

'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. ... this book constitutes a highly recommendable addition to your bookshelf.' De Economist

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