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Item Details
Title: ESSAYS IN ECONOMETRICS
Volume: v. 1
By: Clive W. J. Granger, Eric Ghysels (Editor), Norman R. Swanson (Editor)
Format: Hardback

List price: £87.00
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ISBN 10: 0521772974
ISBN 13: 9780521772976
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Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 6 August, 2001
Series: Econometric Society Monographs No.32
Pages: 544
Description: These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Synopsis: 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.
Illustrations: 33 b/w illus. 76 tables
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
Some other items by this author:
APPLIED ECONOMIC FORECASTING USING TIME SERIES METHODS (HB)
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EMPIRICAL MODELING IN ECONOMICS
EMPIRICAL MODELING IN ECONOMICS (HB)
EMPIRICAL MODELING IN ECONOMICS (PB)
ESSAYS IN ECONOMETRICS (HB)
ESSAYS IN ECONOMETRICS (PB)
ESSAYS IN ECONOMETRICS (PB)
ESSAYS IN ECONOMETRICS 2 VOLUME HARDBACK SET
ESSAYS IN ECONOMETRICS 2 VOLUME PAPERBACK SET
ESSAYS IN ECONOMETRICS: VOLUME 1, SPECTRAL ANALYSIS, SEASONALITY, NONLINEARITY, METHODOLOGY, AND FORECASTING
ESSAYS IN ECONOMETRICS: VOLUME 2, CAUSALITY, INTEGRATION AND COINTEGRATION, AND LONG MEMORY
FINANCE AND ECONOMICS DISCUSSION SERIES
FORECASTING IN BUSINESS AND ECONOMICS (HB)
FORECASTING IN BUSINESS AND ECONOMICS (PB)
FORECASTING IN BUSINESS ECONOMICS (PB)
GENERALIZED METHOD OF MOMENTS ESTIMATION (HB)
GENERALIZED METHOD OF MOMENTS ESTIMATION (PB)
HANDBOOK OF ECONOMIC FORECASTING (HB)
INTRODUCTION TO THE MATHEMATICAL AND STATISTICAL FOUNDATIONS OF ECONOMETRICS (PB)
LONG-RUN ECONOMIC RELATIONSHIPS (PB)
MODELLING ECONOMIC SERIES (PB)
MODELLING NON-LINEAR ECONOMIC RELATIONSHIPS (PB)
MODELLING NONLINEAR ECONOMIC TIME SERIES (HB)
MODELLING NONLINEAR ECONOMIC TIME SERIES (PB)
RECENT ADVANCES AND FUTURE DIRECTIONS IN CAUSALITY, PREDICTION, AND SPECIFICATION ANALYSIS (HB)
RECENT ADVANCES AND FUTURE DIRECTIONS IN CAUSALITY, PREDICTION, AND SPECIFICATION ANALYSIS (PB)
RECENT ADVANCES IN THEORY AND METHODS FO (HB)
SEMIPARAMETRIC REGRESSION FOR THE APPLIED ECONOMETRICIAN (PB)
THE DYNAMICS OF DEFORESTATION AND ECONOMIC GROWTH IN THE BRAZILIAN AMAZON
THE DYNAMICS OF DEFORESTATION AND ECONOMIC GROWTH IN THE BRAZILIAN AMAZON (HB)
THE ECONOMETRIC ANALYSIS OF SEASONAL TIME SERIES
THE ECONOMETRIC ANALYSIS OF SEASONAL TIME SERIES (HB)
THE ECONOMETRIC ANALYSIS OF SEASONAL TIME SERIES (PB)

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