Essays in Econometrics : Collected Papers of Clive W. J. Granger

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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Year of publication:	2001
Authors:	Granger, Clive W. J.
Other Persons:	Ghysels, Eric (contributor) ; Swanson, Norman R. (contributor) ; Watson, Mark W. (contributor) ; Hammond, Peter (contributor) ; Holly, Alberto (contributor)
Publisher:	Cambridge : Cambridge University Press
Subject:	Ökonometrie \| Econometrics \| Theorie \| Theory
Description of contents:	Description [zbmath.org]

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Extent:	Online-Ressource (545 p.)
Series:	Econometric Society Monographs ; v.32 Essays in econometrics ; v.1
Type of publication:	Book / Working Paper
Language:	English
Notes:	Description based upon print version of record 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 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; CHAPTER 16 Implications of Aggregation with Common Factors; CHAPTER 17 Estimating the Probability of Flooding on a Tidal River CHAPTER 18 Prediction with a Generalized Cost of Error FunctionCHAPTER 19 Some Comments on the Evaluation of Economic Forecasts; CHAPTER 20 The Combination of Forecasts; CHAPTER 21 Invited Review Combining Forecasts - Twenty Years Later; CHAPTER 22 The Combination of Forecasts Using Changing Weights; CHAPTER 23 Forecasting Transformed Series; CHAPTER 24 Forecasting White Noise; CHAPTER 25 Can We Improve the Perceived Quality of Economic Forecasts?; CHAPTER 26 Short-run Forecasts of Electricity Loads and Peaks; Index;
ISBN:	978-0-521-77297-6 ; 978-0-511-06889-8 ; 978-0-521-77297-6
Source:	ECONIS - Online Catalogue of the ZBW

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