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About this title: 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 ...
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Essays in Econometrics 2 Volume Paperback Set: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 1 (Econometric Society Monographs)
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Clive W. J. Granger
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Essays in Econometrics Vol. I: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting
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Essays in Econometrics: Collected Papers of Clive W. J. Granger (Econometric Society Monographs) (Volume 1)
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Essays in Econometrics: Collected Papers of Clive W. J. Granger
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Granger, Clive W. J.
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Essays in Econometrics, Collected Papers of Clive W. J. Granger, Volume I: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting
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Publisher: Cambridge University Press, New York, NY
Date Published: 2001
ISBN-13: 9780521774963
ISBN: 0521774969
Description: Very Good Plus to Near Fine. 8vo-over 7¾"-9¾" tall. 523 pp. Tightly bound. Spine not compromised. NOTE: Black line on bottom fore-edge. read more
Essays in Econometrics: Collected Papers of Clive W.J. Granger, Volume II Causality, Integration and Cointegration, and Long Memory
by
Ghysels, Eric, Norman R. Swanson, Mark W. Watson, Eds
Ships from
MA,
USA
Edition: Text is Free of Markings
Binding: Paperback
Publisher: Cambridge University Press, New York, NY
Date Published: 2001
ISBN-13: 9780521796491
ISBN: 0521796490
Description: Very Good Plus to Near Fine. 8vo-over 7¾"-9¾" tall. 378 pp. Tightly bound. Spine not compromised. NOTE: Black line on bottom fore-edge. read more
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