1 option
Essays in econometrics : collected papers of Clive W.J. Granger / edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.
Lippincott Library HB139 .G69 2001 v.1-2
Available
- Format:
- Book
- Author/Creator:
- Granger, C. W. J. (Clive William John), 1934-2009.
- Series:
- Econometric Society monographs ; v. 32-33.
- Econometric Society monographs ; v. 32-33
- Language:
- English
- Subjects (All):
- Econometrics.
- Physical Description:
- 2 volumes : illustrations ; 24 cm.
- Other Title:
- Collected papers of Clive W.J. Granger
- Place of Publication:
- Cambridge ; New York : Cambridge University Press, 2001.
- Summary:
- Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, forecasting, causality, integration and cointegration, and long memory.
- Contents:
- v. 1. Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
- v. 2. Causality, itegration and cointegration, and long memory.
- Notes:
- Includes bibliographical references and index.
- ISBN:
- 0521804078
- 0521796970
- 0521772974
- 0521774969
- 052179207X
- 0521796490
- OCLC:
- 44046892
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.