Essays in Econometrics Collected Papers of Clive W J Granger Econometric Society Monographs Vol 1 1st Edition by Clive W J Granger ,Eric Ghysels ,Norman R Swanson ISBN 0521772974 978-0521772976

Essays in Econometrics Collected Papers of Clive W.J.Granger Econometric Society Monographs Vol 1 1st Edition by Clive W.J.Granger ,Eric Ghysels ,Norman R. Swansonv – Ebook PDF Instant Download/Delivery:0521772974, 978-0521772976
Full download Essays in Econometrics Collected Papers of Clive W J Granger Econometric Society Monographs Vol 1 1st Edition after payment

Product details: 

ISBN 10:0521772974

ISBN 13:978-0521772976

Author:W.J.Granger ,Eric Ghysels ,Norman R.Swanson

This book, and its companion volume, present a collection of papers by Clive W.J. Granger. His contributions to economics and econometrics, many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in spectral analysis, seasonality, nonlinearity, methodology, and forecasting. Those in the companion volume investigate themes in causality, integration and cointegration, and long memory. The two volumes contain the original articles as well as an introduction written by the editors.

Table of contents: 

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 extended-memory variables
9. Semiparametric estimates of the relation between weather and electricity sales R. F. Engle, J. Rice and A. Weiss
Part IV. Methodology:
10. Time series modeling and interpretation M. J. Morris
11. On the invertibility of time series models A. Anderson
12. Near normality and some econometric models
13. The time series approach to econometric model building P. Newbold
14. Comments on the evaluation of policy models
15. Implications of aggregation with common factors
Part V. Forecasting:
16. Estimating the probability of flooding on a tidal river
17. Prediction with a generalized cost of error function
18. Some comments on the evaluation of economic forecasts P. Newbold
19. The combination of forecasts
20. Invited review: combining forecasts – twenty years later
21. The combination of forecasts using changing weights M. Deutsch and T. Terasvirta
22. Forecasting transformed series
23. Forecasting white noise A. Zellner
24. Can we improve the perceived quality of economic forecasts? Short-run forecasts of electricity loads and peaks R. Ramanathan, R. F. Engle, F. Vahid-Araghi and C. Brace

People also search for:

leads and lags econometrics

ols econometrics

econometrics useless

econometric society membership

the econometric society

Tags:

Clive W J Granger,Eric Ghysels,Norman R Swanson,Econometrics,Collected