Volume 1. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9780521774963.

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Bibliographic Details

Title

Essays in Econometrics: Collected Papers of Clive W. J. Granger: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting (Volume 1)

Publisher

Cambridge University Press

Publication Date

2001

Language

English

ISBN 10

0521774969

ISBN 13

9780521774963

Binding

Soft cover

Condition

Good

Weight

800 grams

Seller catalogs

Economics

About this title

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.

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.

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

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