Essays in Econometrics Collected Papers of Clive W. J. Granger

Name: Essays in Econometrics Collected Papers of Clive W. J. Granger
Price: 45.53 USD
Availability: InStock
ISBN: 9780521774963

ISBN-10: 0521774969

ISBN-13: 9780521774963

Edition: 2001

Authors: Eric Ghysels, Norman R. Swanson, Mark W. Watson, Clive W. J. Granger, Peter Hammond

List price: $49.99

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Description:

This text and its companion volume in the Econometric Society Monographs series present a collection of papers by Clive W.J. Granger. These papers explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.

Book details

List price: $49.99
Copyright year: 2001
Publisher: Cambridge University Press
Publication date: 7/23/2001
Binding: Paperback
Pages: 544
Size: 6.02" wide x 9.09" long x 1.14" tall
Weight: 1.584
Language: English

Part I. Spectral Analysis: 1. Spectral analysis of New York Stock Market prices O. Morgenstern; 2. The typical spectral shape of an eonomic variable; Part II. Seasonality: 3. Seasonality: causation, interpretation and implications A. Zellner; 4. Is seasonal adjustment a linear or nonlinear data-filtering process? E. Ghysels and P. L. Siklos; Part III. Nonlinearity: 5. Non-linear time series modeling A. Anderson; 6. Using the correlation exponent to decide whether an economic series is chaotic T. Liu and W. P. Heller; 7. Testing for neglected nonlinearity in time series models: a comparison of neural network methods and alternative tests; 8. Modeling nonlinear relationships between…