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Essays in Econometrics
Clive William John Granger
其他書名
Collected Papers of Clive W.J. Granger
出版
Cambridge University Press
, 2001
ISBN
0521804078
9780521804073
URL
http://books.google.com.hk/books?id=BZIvtAEACAAJ&hl=&source=gbs_api
註釋
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.