Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1) - Softcover

Granger, Clive W. J.

 
9780521774963: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
Softcover
ISBN 10: 0521774969 ISBN 13: 9780521774963
Publisher: Cambridge University Press, 2001

Synopsis

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.

"synopsis" may belong to another edition of this title.

Book Description

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.

Review

"All the articles are a delight to read and give a deep historical and methodological insight...These two volumes are a must-read for any student or researcher in econometrics." Journal of the American Statistical Association

"It is truly a treat to read all the articles on so many different and important topics." Mathematical Reviews

"About this title" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2001
Language
English
ISBN 10 
0521774969
ISBN 13 
9780521774963
Binding
Paperback
Edition number
1
Number of pages
544
Editor
Ghysels Eric, Swanson Norman R., Watson Mark W.