Essays in Econometrics 2 Volume Hardback Set 2 Hardback books: Collected Papers of Clive W. J. Granger (Econometric Society Monographs) - Hardcover

Granger; Ghysels; Swanson

Hardcover

ISBN 10: 0521804078 ISBN 13: 9780521804073

Verlag: Cambridge University Press, 2001

Inhaltsangabe

Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory.

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Críticas

'Re-reading all these contributions is fascinating and eye-opening on the fundamental effect that Granger had on research in economics. ... this book constitutes a highly recommendable addition to your bookshelf.' De Economist "It is truly a treat to read all the articles on so many different and important topics." Mathematical 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 "The book is highly recommended as a reference for researchers on many important topics such as forecasting, non-linearity, causality, co-integration and long-memory. And it can also serve as a resource for applications of time series modeling to econometrics for practitioners." Mathematical Reviews

Críticas

"The book is highly recommended as a reference for researchers on many important topics such as forecasting, non-linearity, causality, co-integration and long-memory. And it can also serve as a resource for applications of time series modeling to econometrics for practitioners." Mathematical Reviews

Details zur Ausgabe

• Verlag: Cambridge University Press
• Erscheinungsdatum: 2001
• Sprache: Englisch
• ISBN 10: 0521804078
• ISBN 13: 9780521804073
• Einband: Tapa dura
• Anzahl der Seiten: 944
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Frankreich