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portada Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and. J. Granger (Econometric Society Monographs)
Type
Physical Book
Publisher
Author
Year
2001
Language
English
Pages
544
Format
Paperback
ISBN
521774969
ISBN13
9780521774963
Edition No.
1
Categories

Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and. J. Granger (Econometric Society Monographs)

Granger; Ghysels; Swanson (Author) · Cambridge University Press · Paperback

Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and. J. Granger (Econometric Society Monographs) - Granger; Ghysels; Swanson

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Synopsis "Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and. J. Granger (Econometric Society Monographs)"

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.

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