Essays in Econometrics

Watson Mark Swanson Norman R. Ghysels Eric Granger Clive W.J.

ISBN 10: 0521796970 / ISBN 13: 9780521796972

Edité par Cambridge University Press, 2001

A propos de cet article

pp. 944.

N° de réf. du vendeur 18527039

Détails bibliographiques

• Titre: Essays in Econometrics
• Éditeur: Cambridge University Press
• Date de parution: 2001
• Langue: anglais
• ISBN à 10 chiffres: 0521796970
• ISBN à 13 chiffres: 9780521796972
• Reliure: Couverture souple
• État de l'article: New

A propos de ce titre

Synopsis

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

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.