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

Granger, Clive W. J.

ISBN 10: 0521796970 / ISBN 13: 9780521796972

Editore: Cambridge University Press, 2001

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Dati bibliografici

• Titolo: Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)
• Editore: Cambridge University Press
• Data di pubblicazione: 2001
• Lingua: Inglese
• ISBN 10: 0521796970
• ISBN 13: 9780521796972
• Rilegatura: Brossura
• Condizione: nuovo

Descrizione articolo

Riassunto

Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory.

Descrizione del libro

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.