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Essays in Econometrics: Essays in Econometrics Spectral Analysis, Seasonality, Nonlinearity v.1 - Econometric Society Monographs 32 (Paperback)
  • Essays in Econometrics: Essays in Econometrics Spectral Analysis, Seasonality, Nonlinearity v.1 - Econometric Society Monographs 32 (Paperback)
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Essays in Econometrics: Essays in Econometrics Spectral Analysis, Seasonality, Nonlinearity v.1 - Econometric Society Monographs 32 (Paperback)

(author), (editor), (editor), (editor)
£50.00
Paperback 544 Pages / Published: 23/07/2001
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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.

Publisher: Cambridge University Press
ISBN: 9780521774963
Number of pages: 544
Weight: 720 g
Dimensions: 228 x 152 x 29 mm


MEDIA REVIEWS
"All the articles are a delight to read and give a deep historical and methodological insight...These two volumes are a must-read for any student or researcher in econometrics." Journal of the American Statistical Association
"It is truly a treat to read all the articles on so many different and important topics." Mathematical Reviews

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