Kniha Essays in Econometrics Clive W. J. GrangerEric GhyselsNorman R. SwansonMark W. Watson

Essays in Econometrics

Collected Papers of Clive W. J. Granger

Jazyk: Angličtina
Vazba: Pevná
Dostupnost: Skladem u dodavatele
Odesíláme za 14-21 dnů
2 786
This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), pr...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2001
Stránek
544
EAN
9780521772976
ISBN
0521772974
Enbook ID
02042665
Hmotnost
824
Rozměry
152 x 229 x 30

Kompletní popis

This book, and its companion volume in the Econometric Society Monographs series (ESM number 33), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.

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