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020 _a9780511753961
040 _aMAIN
_beng
_cIN-MiVU
082 0 4 _a330.028
_bGRA/E
_221
100 1 _aGranger, Clive W. J.
245 0 0 _aEssays in Econometrics Volume 1:
_b Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting /
_cby Clive W. J. Granger; edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson.
260 _aCambridge:
_bCambridge University Press,
_c2010.
440 0 _aEconometric Society Monographs
_v32
520 _aThis 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.
650 1 0 _aEconomics
650 1 0 _a Econometrics and Mathematical Methods
650 1 0 _a Mathematical Physics
650 1 0 _a Mathematics
655 4 _aElectronic books
700 1 _aGhysels, Eric
_eeditor
700 1 _aSwanson, Norman R.
_ejoint editor
700 1 _aWatson, Mark W.
_ejoint editor
856 _uhttps://doi.org/10.1017/CBO9780511753961
_yhttps://doi.org/10.1017/CBO9780511753961
942 _2ddc
_cEB