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Essays in Econometrics

Name: Essays in Econometrics
Brand: Cambridge University Press
SKU: 02042756
Price: 48.59 EUR
Availability: InStock
Author: Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson
ISBN: 9780521774963

Collected Papers of Clive W. J. Granger

Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson

Lingua

Inglese

Libro In brossura

Codice Libristo: 02042756

Casa editrice Cambridge University Press, luglio 2001

This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), pr... Descrizione completa

Codice Libristo: 02042756

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48.59 €

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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.