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Essays in Econometrics : = Volume 1,...

Granger, Clive W. J.

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Essays in Econometrics : = Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Essays in Econometrics :/
其他題名:	Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.
作者:	Granger, Clive W. J.
其他作者:	Ghysels, Eric.
出版者:	Cambridge :Cambridge University Press, : 2001.,
面頁冊數:	545 p.
內容註:	Cover; Preliminaries; Introduction; CHAPTER 1 The ET Interview: Professor Clive Granger; CHAPTER 2 Spectral Analysis of New York Stock Market Prices; CHAPTER 3 The Typical Spectral Shape of an Economic Variable; CHAPTER 4 Seasonality: Causation, Interpretation, and Implications; CHAPTER 5 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?; CHAPTER 6 Non-Linear Time Series Modeling; CHAPTER 7 Using the Correlation Exponent to Decide Whether an Economic Series is Chaotic; CHAPTER 8 Testing for Neglected Nonlinearity in Time Series Models
內容註:	CHAPTER 9 Modeling Nonlinear Relationships Between Extended-Memory VariablesCHAPTER 10 Semiparametric Estimates of the Relation Between Weather and Electricity Sales; CHAPTER 11 Time Series Modeling and Interpretation; CHAPTER 12 On the Invertibility of Time Series Models; CHAPTER 13 Near Normality and Some Econometric Models; CHAPTER 14 The Time Series Approach to Econometric Model Building; CHAPTER 15 Comments on the Evaluation of Policy Models; CH
標題:	Econometrics. -
電子資源:	http://dx.doi.org/10.1017/CBO9780511753961Click here to view book
ISBN:	9780511753961 (electronic bk.)

Essays in Econometrics : = Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.
Granger, Clive W. J.

Essays in Econometrics :Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.[electronic resource]. - Cambridge :Cambridge University Press,2001. - 545 p.

Cover; Preliminaries; Introduction; CHAPTER 1 The ET Interview: Professor Clive Granger; CHAPTER 2 Spectral Analysis of New York Stock Market Prices; CHAPTER 3 The Typical Spectral Shape of an Economic Variable; CHAPTER 4 Seasonality: Causation, Interpretation, and Implications; CHAPTER 5 Is Seasonal Adjustment a Linear or Nonlinear Data-Filtering Process?; CHAPTER 6 Non-Linear Time Series Modeling; CHAPTER 7 Using the Correlation Exponent to Decide Whether an Economic Series is Chaotic; CHAPTER 8 Testing for Neglected Nonlinearity in Time Series Models

These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511753961 (electronic bk.)Subjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 .G69 2001eb

Dewey Class. No.: 330.015195

Essays in Econometrics : = Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.
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505 8 $a CHAPTER 9 Modeling Nonlinear Relationships Between Extended-Memory VariablesCHAPTER 10 Semiparametric Estimates of the Relation Between Weather and Electricity Sales; CHAPTER 11 Time Series Modeling and Interpretation; CHAPTER 12 On the Invertibility of Time Series Models; CHAPTER 13 Near Normality and Some Econometric Models; CHAPTER 14 The Time Series Approach to Econometric Model Building; CHAPTER 15 Comments on the Evaluation of Policy Models; CH
520 $a These essays by Clive W. J. Granger span more than four decades and cover major topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. The introduction by Eric Gysels, Norman R. Swanson and Mark W. Watson places the essays in context and demonstrates their enduring value.
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