Essays in econometrics : collected papers of Clive W.J. Granger /
Granger, C. W. J. 1934-2009.
Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson. - Cambridge ; New York : Cambridge University Press, 2001. - 1 online resource (2 volumes in 1) : illustrations. - Econometric Society monographs ; no. 32-33 . - Econometric Society monographs ; no. 32-33. .
Includes bibliographical references and index.
v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.
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.
English.
0511066767 (electronic bk.) 9780511066764 (electronic bk.) 1280160209 9781280160202 0511118457 9780511118456 113914636X 9781139146364 0511060459 9780511060458 0511297629 9780511297625 0511753969 9780511753961 0511068891 9780511068898 1139882791 9781139882798
Econometrics.
Économétrie.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Econometrics.
Electronic books.
Electronic books.
HB139 / .G69 2001eb
330/.01/5195
Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson. - Cambridge ; New York : Cambridge University Press, 2001. - 1 online resource (2 volumes in 1) : illustrations. - Econometric Society monographs ; no. 32-33 . - Econometric Society monographs ; no. 32-33. .
Includes bibliographical references and index.
v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.
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.
English.
0511066767 (electronic bk.) 9780511066764 (electronic bk.) 1280160209 9781280160202 0511118457 9780511118456 113914636X 9781139146364 0511060459 9780511060458 0511297629 9780511297625 0511753969 9780511753961 0511068891 9780511068898 1139882791 9781139882798
Econometrics.
Économétrie.
BUSINESS & ECONOMICS--Econometrics.
BUSINESS & ECONOMICS--Statistics.
Econometrics.
Electronic books.
Electronic books.
HB139 / .G69 2001eb
330/.01/5195