Synopsis
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
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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
Book Description
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.
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Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1
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Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1
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Hardcover. Condition: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Seller Inventory # 6545-9780521772976
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ESSAYS IN ECONOMETRICS : COLLECTED PAPERS OF CLIVE W. J. GRANGER
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
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Essays in Econometrics: Collected Papers of Clive W.J. Granger : Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting: Vol 001
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Hardcover)
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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521772976
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs) (Volume 1)
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ISBN 10: 0521772974
ISBN 13: 9780521772976
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