Spectral Analysis of Economic Time Series.

Granger, Clive W.J.; In Association With M. Hatanaka

Published by Princeton University Press, Princeton, NJ, 1964

About this Item

First edition of this early work by the Nobel Prize-winning economist. Octavo, original cloth. Boldly signed by Clive Granger on the title page. Fine in a near fine dust jacket. Uncommon signed. Clive Granger was jointly awarded the Nobel Prize in economics in 2003 along with Robert Engle for discoveries in the analysis of time series data that had changed fundamentally the way in which economists analyze financial and macroeconomic data. "In 1956, at the age of just 21, Granger was appointed a junior lecturer in statistics at the University of Nottingham. He was interested mainly in applied statistics and economics Granger chose as the topic of his doctoral thesis time series analysis, a field in which he felt that relatively little work had been done at the time. In 1959 he obtained his Ph.D. with a thesis on "Testing for Non-stationarity". In 1964 Granger published the results of research in a book called Spectral Analysis of Economic Time Series Granger which proved influential in the adoption of the new methods" (Tore Frängsmyr).

Seller Inventory # 3709

Bibliographic Details

• Title: Spectral Analysis of Economic Time Series.
• Publisher: Princeton University Press, Princeton, NJ
• Publication Date: 1964
• Binding: Hardcover
• Edition: 1st Edition
• Dust Jacket Condition: Dust Jacket Included
• Signed: Signed by Author(s)
• Seller catalogs:
  • Economics and Finance