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[ subject:"Econometrics." ]
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Essays in Econometrics : = Volume 2,...
~
Granger, Clive W. J.
Essays in Econometrics : = Volume 2, Causality, Integration and Cointegration, and Long Memory.
紀錄類型:
書目-電子資源 : 單行本
正題名/作者:
Essays in Econometrics :/
其他題名:
Volume 2, Causality, Integration and Cointegration, and Long Memory.
作者:
Granger, Clive W. J.
其他作者:
Ghysels, Eric.
出版者:
Cambridge :Cambridge University Press, : 2001.,
面頁冊數:
398 p.
標題:
Econometrics. -
電子資源:
Click here to view book
ISBN:
9780511753978 (electronic bk.)
Essays in Econometrics : = Volume 2, Causality, Integration and Cointegration, and Long Memory.
Granger, Clive W. J.
Essays in Econometrics :
Volume 2, Causality, Integration and Cointegration, and Long Memory.[electronic resource]. - Cambridge :Cambridge University Press,2001. - 398 p.
Cover; Preliminaries; Introduction; CHAPTER 1 Investigating Causal Relations by Econometric Models and Cross-Spectral Methods; CHAPTER 2 Testing for Causality; CHAPTER 3 Some Recent Developments in A Concept of Causality; CHAPTER 4 Advertising and Aggregate Consumption: An Analysis of Causality; CHAPTER 5 Spurious Regressions in Econometrics; CHAPTER 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification; CHAPTER 7 Time Series Analysis of Error-Correction Models; CHAPTER 8 Co-Integration and Error Correction: Representation, Estimation, and Testing
These essays by Clive W. J. Granger span more than four decades and cover major topics in causality, integration, cointegration, and long memory. 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: 9780511753978 (electronic bk.)Subjects--Topical Terms:
120795
Econometrics.
Index Terms--Genre/Form:
96803
Electronic books.
LC Class. No.: HB139 .G69 2001eb
Dewey Class. No.: 330.015195
Essays in Econometrics : = Volume 2, Causality, Integration and Cointegration, and Long Memory.
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Cover; Preliminaries; Introduction; CHAPTER 1 Investigating Causal Relations by Econometric Models and Cross-Spectral Methods; CHAPTER 2 Testing for Causality; CHAPTER 3 Some Recent Developments in A Concept of Causality; CHAPTER 4 Advertising and Aggregate Consumption: An Analysis of Causality; CHAPTER 5 Spurious Regressions in Econometrics; CHAPTER 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification; CHAPTER 7 Time Series Analysis of Error-Correction Models; CHAPTER 8 Co-Integration and Error Correction: Representation, Estimation, and Testing
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CHAPTER 9 Developments in the Study of Cointegrated Economic VariablesCHAPTER 10 Seasonal Integration and Cointegration; CHAPTER 11 A Cointegration Analysis of Treasury Bill Yields; CHAPTER 12 Estimation of Common Long-Memory Components in Cointegrated Systems; CHAPTER 13 Separation in Cointegrated Systems and Persistent-Transitory Decompositions; CHAPTER 14 Nonlinear Transformations of Integrated Time Series; CHAPTER 15 L
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