Business & Economics Books:

Essays in Econometrics: Series Number 32: Volume 1

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Essays in Econometrics: Series Number 32: Volume 1 by Clive W.J. Granger
$264.00
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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.
Release date NZ
August 6th, 2001
Contributors
Edited by Eric Ghysels Edited by Mark W. Watson Edited by Norman R. Swanson
Country of Publication
United Kingdom
Illustrations
76 Tables, unspecified; 33 Line drawings, unspecified
Imprint
Cambridge University Press
Pages
544
Dimensions
152x229x30
ISBN-13
9780521772976
Product ID
1771734

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