Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger (Econometric Society Monographs) - Softcover

Granger, Clive W. J.

Softcover

ISBN 10: 0521796970 ISBN 13: 9780521796972

Publisher: Cambridge University Press, 2001

Synopsis

This two-volume set of books in the Econometric Society Monographs series (ESM numbers 32 and 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 these volumes explore topics in spectral analysis, seasonality, nonlinearity, methodology, forecasting, 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

Review

'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. ... this book constitutes a highly recommendable addition to your bookshelf.' De Economist

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

"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

"The book is highly recommended as a reference for researchers on many important topics such as forecasting, non-linearity, causality, co-integration and long-memory. And it can also serve as a resource for applications of time series modeling to econometrics for practitioners." Mathematical Reviews

Book Description

These essays by Clive W. J. Granger, span more than four decades and explore topics in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory. The introduction places the essays in context and demonstrates their enduring value.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2001
• Language: English
• ISBN 10: 0521796970
• ISBN 13: 9780521796972
• Binding: Paperback
• Number of pages: 944
• Editor: Ghysels Eric, Swanson Norman R., Watson Mark