Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1 - Brossura

Granger, Clive W. J.

 
9780521774963: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1

Sinossi

These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.

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Recensione

"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

Descrizione del libro

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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