Książka Essays in Econometrics Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson

Essays in Econometrics

Collected Papers of Clive W. J. Granger

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 14-21 dni
240.42
This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), pr...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2001
strony
544
EAN
9780521774963
ISBN
0521774969
Enbook ID
02042756
Waga
718
Wymiary
153 x 231 x 29

Pełny opis

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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