大葉大學圖書館 |

登入

回首頁

Essays in Econometrics :[electronic ...

Ebooks Corporation.

Essays in Econometrics :[electronic resource].Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.

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 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.
標題:	Econometrics.
ISBN:	9780511753961 (electronic bk.)
ISBN:	9780521772976 (print)
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
摘要、提要註:	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.
電子資源:	Click here to view book

Essays in Econometrics :[electronic resource].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:

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 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting.
LDR:02288nam a22002893u 4500 001 406069
003 AU-PeEL
005 20090601202850.0
006 m d
007 cr mn---------
008 140714t2001 ||| s |||||||eng|d
020 $a 9780511753961 (electronic bk.)
020 $a 9780521772976 (print)
035 $a EBL217715
035 $a EBL217715
040 $a AU-PeEL $c AU-PeEL $d AU-PeEL
050 0 0 $a HB139 .G69 2001eb
082 0 0 $a 330.015195 $a 330/.01/5195
100 1 $a Granger, Clive W. J. $3 566277
245 1 0 $a Essays in Econometrics : $b Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting. $h [electronic resource].
260 $a Cambridge : $b Cambridge University Press, $c 2001.
300 $a 545 p.
505 0 $a 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
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.
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
710 2 $a Ebooks Corporation. $3 380544
776 1 $z 9780521772976
856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511753961

筆 0 讀者評論

多媒體

多媒體檔案
http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511753961

評論

新增評論分享你的心得

Export

取書館別