Essays in Econometrics : Collected Papers of Clive W. J. Granger Hardback
by Clive W. J. Granger
Edited by Eric (University of North Carolina, Chapel Hill) Ghysels, Norman R. (Texas A & M University) Swanson, Mark W. (Princeton University, New Jersey) Watson
Part of the Essays in Econometrics 2 Volume Hardback Set series
Hardback
Description
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.
Information
-
Out of stock
- Format:Hardback
- Pages:544 pages, 76 Tables, unspecified; 33 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:06/08/2001
- Category:
- ISBN:9780521772976
Other Formats
- Paperback / softback from £24.85
- Hardback from £153.00
- Mixed media product from £68.45
- PDF from £22.09
Information
-
Out of stock
- Format:Hardback
- Pages:544 pages, 76 Tables, unspecified; 33 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:06/08/2001
- Category:
- ISBN:9780521772976
