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

Granger, Clive W. J.

Couverture rigide

ISBN 10 : 0521804078 ISBN 13 : 9780521804073

Editeur : Cambridge University Press, 2001

Synopsis

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

A propos du livre

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

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2001
• Langue: anglais
• ISBN 10: 0521804078
• ISBN 13: 9780521804073
• Reliure: Relié
• Nombre de pages: 944
• Éditeur: Ghysels Eric, Swanson Norman R., Watson Mark
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France