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Essays in Econometrics :[electronic ...

Ebooks Corporation.

Essays in Econometrics :[electronic resource].Volume 2, Causality, Integration and Cointegration, and Long Memory.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.015195
書名/作者:	Essays in Econometrics : : 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.
ISBN:	9780511753978 (electronic bk.)
ISBN:	9780521792073 (print)
內容註:	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
摘要、提要註:	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.
電子資源:	Click here to view book

Essays in Econometrics :[electronic resource].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:

186734
Econometrics.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HB139 .G69 2001eb

Dewey Class. No.: 330.015195

Essays in Econometrics :[electronic resource].Volume 2, Causality, Integration and Cointegration, and Long Memory.
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245 1 0 $a Essays in Econometrics : $b Volume 2, Causality, Integration and Cointegration, and Long Memory. $h [electronic resource].
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505 0 $a 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
505 8 $a 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
520 $a 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.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 186734
655 7 $a Electronic books. $2 local $3 336502
700 1 $a Ghysels, Eric. $3 566408
700 1 $a Hammond, Peter. $3 337311
700 1 $a Holly, Alberto. $3 566092
700 1 $a Swanson, Norman R. $3 567179
700 1 $a Watson, Mark W. $3 567180
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