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Essays in Econometrics
Clive W. J. Granger
其他書名
Collected Papers of Clive W. J. Granger
出版
Cambridge University Press
, 2001-07-23
主題
Business & Economics / Econometrics
Business & Economics / Forecasting
ISBN
0521774969
9780521774963
URL
http://books.google.com.hk/books?id=RskN3Db7MlgC&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.