TY  - BOOK
AU  - Granger,Clive W.J.
AU  - Ghysels,Eric
AU  - Swanson,Norman R.
AU  - Watson,Mark W.
TI  - Essays in Econometrics  Volume 1: : Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting 
SN  - 9780511753961
U1  - 330.028 21
PY  - 2010///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Economics
KW  -  Econometrics and Mathematical Methods
KW  -  Mathematical Physics
KW  -  Mathematics
KW  - Electronic books
N2  - 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
UR  - https://doi.org/10.1017/CBO9780511753961
ER  -