Essays in Econometrics 2 Volume Paperback Set : Collected Papers of Clive W. J. Granger Mixed media product
by Clive W. J. Granger
Edited by Eric (University of North Carolina, Chapel Hill) Ghysels, Norman R. (Texas A & M University) Swanson, Mark (Princeton University, New Jersey) Watson
Part of the Econometric Society Monographs series
Mixed media product
Description
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.
Information
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Item not Available
- Format:Mixed media product
- Pages:944 pages, 125 Tables, unspecified; 77 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:23/07/2001
- Category:
- ISBN:9780521796972
Information
-
Item not Available
- Format:Mixed media product
- Pages:944 pages, 125 Tables, unspecified; 77 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:23/07/2001
- Category:
- ISBN:9780521796972
