Essays in econometrics : collected papers of Clive W.J. Granger

Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.

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...

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Bibliographic Details
Main Author: Granger, C. W. J. (Clive William John), 1934-2009
Other Authors: Ghysels, Eric, 1956-, Swanson, Norman R. (Norman Rasmus), 1964-, Watson, Mark W.
Format: eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2001.
Series:Econometric Society monographs ; no. 32-33.
Subjects:
Econometrics.
Econometrics
Online Access:Click for online access
Click for online access
Description
Summary: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.
Physical Description:1 online resource (2 volumes) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:0511068891
9780511068898
0511069383
9780511069383
0511118457
9780511118456
052179207X
9780521792073
9780521772976
0521772974
0521804078
9780521804073
0521796970
9780521796972
9780521774963
0521774969
0521796490
9780521796491
Source of Description, Etc. Note:Print version record.

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