Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)

Granger, Clive W. J.; Ghysels, Eric [Editor]; Swanson, Norman R. [Editor]; Watson, Mark W. [Editor];

ISBN 10: 0521774969 / ISBN 13: 9780521774963

Editore: Cambridge University Press, 2001

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Dati bibliografici

• Titolo: Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs, Series Number 32) (Volume 1)
• Editore: Cambridge University Press
• Data di pubblicazione: 2001
• Lingua: Inglese
• ISBN 10: 0521774969
• ISBN 13: 9780521774963
• Rilegatura: paperback
• Condizione: New

Descrizione articolo

Riassunto

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

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