Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting : Collected Papers of Clive W. J. Granger PDF
by Clive W. J. Granger
Edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson
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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.
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- Format:PDF
- Publisher:Cambridge University Press
- Publication Date:23/07/2001
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- ISBN:9780511060458
Information
-
Download Now
- Format:PDF
- Publisher:Cambridge University Press
- Publication Date:23/07/2001
- Category:
- ISBN:9780511060458