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Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.

By: Contributor(s): Material type: TextTextSeries: Econometric Society monographs ; no. 32-33.Publication details: Cambridge ; New York : Cambridge University Press, 2001.Description: 1 online resource (2 volumes in 1) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 0511066767
  • 9780511066764
  • 1280160209
  • 9781280160202
  • 0511118457
  • 9780511118456
  • 113914636X
  • 9781139146364
  • 0511060459
  • 9780511060458
  • 0511297629
  • 9780511297625
  • 0511753969
  • 9780511753961
  • 0511068891
  • 9780511068898
  • 1139882791
  • 9781139882798
Subject(s): Genre/Form: Additional physical formats: Print version:: Essays in econometrics.DDC classification:
  • 330/.01/5195 22
LOC classification:
  • HB139 .G69 2001eb
Online resources:
Contents:
v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.
Summary: 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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Electronic-Books Electronic-Books OPJGU Sonepat- Campus E-Books EBSCO Available

Includes bibliographical references and index.

v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting -- v. 2. Causality, integration and cointegration, and long memory.

Print version record.

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.

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