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Essays in econometrics : collected papers of Clive W.J. Granger /
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 valu...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2001.
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| Series: | Econometric Society monographs ;
no. 32-33. |
| Subjects: | |
| Online Access: | Texto completo Texto completo |
Table of Contents:
- v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
- v. 2. Causality, integration and cointegration, and long memory.