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Item Details
| Title:
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ESSAYS IN ECONOMETRICS: VOLUME 1, SPECTRAL ANALYSIS, SEASONALITY, NONLINEARITY, METHODOLOGY, AND FORECASTING
COLLECTED PAPERS OF CLIVE W. J. GRANGER |
| By: |
Clive W. J. Granger, Eric Ghysels (Editor), Norman R. Swanson (Editor) |
| Format: |
Electronic book text |
| List price:
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£102.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0511753969 |
| ISBN 13: |
9780511753961 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
6 July, 2010 |
| Series: |
Econometric Society Monographs 32 |
| Description: |
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. |
| Synopsis: |
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. |
| Illustrations: |
33 b/w illus. 76 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press (Virtual Publishing) |
| Returns: |
Non-returnable |
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