Essays in econometrics: collected papers of Clive W.J. Granger Volume 1 Spectral analysis, seasonality, nonlinearity, methodology, and forecasting

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...

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Bibliographische Detailangaben
Beteilige Person: Granger, C. W. J. 1934-2009
Weitere beteiligte Personen: Ghysels, Eric 1956-, Swanson, Norman R. 1964-, Watson, Mark W.
Format: E-Book
Sprache:Englisch
Veröffentlicht: Cambridge Cambridge University Press 2001
Schriftenreihe:Econometric Society monographs 32
Links:https://doi.org/10.1017/CBO9780511753961
Zusammenfassung: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.
Umfang:1 Online-Ressource (xix, 523 Seiten)
ISBN:9780511753961