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Item Details
| Title:
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ESSAYS IN ECONOMETRICS 2 VOLUME PAPERBACK SET
COLLECTED PAPERS OF CLIVE W. J. GRANGER |
| By: |
Clive W. J. Granger, Eric Ghysels (Editor), Norman R. Swanson (Editor) |
| Format: |
Multiple copy pack |
| List price:
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£77.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0521796970 |
| ISBN 13: |
9780521796972 |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
23 July, 2001 |
| Series: |
Econometric Society Monographs |
| Pages: |
944 |
| Description: |
Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory. |
| Synopsis: |
This two-volume set of books in the Econometric Society Monographs series (ESM numbers 32 and 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 these volumes explore topics in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors. |
| Illustrations: |
77 b/w illus. 125 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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