Essays in Econometrics Collected Papers of Clive W. J. Granger: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting |
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| Author:
| Granger, Clive W. J. |
| Editor:
| Ghysels, Eric
Swanson, Norman R.
Watson, Mark W. |
| Series title: | Econometric Society Monographs |
| ISBN: | 978-0-511-75396-1 |
| Publication Date: | Jul 2010 |
| Publisher: | Cambridge University Press
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| Book Format: | Digital (delivered electronically) |
| List Price: | USD $165.00 |
Book Description:
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These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value.
These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value.