Essays in Econometrics Vol. 1: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting
| Author/creator | Ghysels, Eric, 1956- Editor |
| Format | Electronic |
| Publication Info | New York : Cambridge University Press |
| Description | 544 p. ill 22.800 x 015.200 cm. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Other author/creator | Swanson, Norman R. (Norman Rasmus), 1964- Editor |
| Other author/creator | Watson, Mark W. Editor |
| Other author/creator | Granger, Clive W. Author |
| Other author/creator | Chesher, Andrew Contribution by |
| Other author/creator | Jackson, Matthew Contribution by |
| Series | Econometric Society Monographs Vol. 32 |
| Summary | Annotation This book, and its companion volume, 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| LCCN | 00034306 |
| ISBN | 9780521772976 |
| ISBN | 0521772974 (Trade Cloth) Active Record |
| Standard identifier# | 9780521772976 |
| Stock number | 00004933 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |