Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)

Granger, Clive W. J.

ISBN 10: 0521774969 / ISBN 13: 9780521774963

Edité par Cambridge University Press, 2001

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Détails bibliographiques

• Titre: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
• Éditeur: Cambridge University Press
• Date de parution: 2001
• Langue: anglais
• ISBN à 10 chiffres: 0521774969
• ISBN à 13 chiffres: 9780521774963
• Reliure: Couverture souple
• État de l'article: Neuf

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Synopsis

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

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.