Essays in Econometrics Vol. 1Collected Papers of Clive W. J. Granger - Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting |
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| Editor:
| Ghysels, Eric
Swanson, Norman R.
Watson, Mark W. |
| Author:
| Granger, Clive W. J. |
| Contribution by:
| Chesher, Andrew
Jackson, Matthew |
| Series title: | Econometric Society Monographs |
| ISBN: | 978-0-521-77297-6 |
| Publication Date: | Aug 2001 |
| Publisher: | Cambridge University Press
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| Book Format: | Hardback |
| List Price: | USD $118.00 |
Book Description:
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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...
More DescriptionThis 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.