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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 1)

Name: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs Vol 1)
ISBN: 9780521772976

Clive W. J. Granger

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This book, and its companion volume, 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.

Категорії:

Medicine

Рік:

2001

Видання:

Мова:

english

Сторінки:

544

ISBN 10:

0511066767

ISBN 13: