Essays in econometrics: collected papers of Clive W. J. Granger 1 Spectral analysis, seasonality, nonlinearity, methodology, and forecasting
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| Other Authors: | , |
| Format: | Book |
| Language: | English |
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Cambridge ; New York
Cambridge Univ. Press
2001
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| Edition: | 1. publ. |
| Series: | Econometric Society: Econometric Society monographs
32 |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIX, 523 S. graph. Darst. |
| ISBN: | 0521772974 0521774969 |
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| adam_text | CONTENTS ACKNOWLEDGMENTS PAGE XIII LIST OF CONTRIBUTORS XVII
INTRODUCTION 1 ERIC GHYSELS, NORMAN R. SWANSON, AND MARK WATSON THE ET
INTERVIEW: PROFESSOR CLIVE GRANGER, PETER C. B. PHILLIPS, ECONOMETRIC
THEORY 13, 1997, PP. 253-303. 28 PART ONE: SPECTRAL ANALYSIS 2 SPECTRAL
ANALYSIS OF NEW YORK STOCK MARKET PRICES, C. W. J. GRANGER AND O.
MORGENSTERN, KYKLOS, 16, 1963, PP. 1-27. REPRINTED IN THE RANDOM
CHARACTER OF STOCK MARKET PRICES, EDITED BY P. H. COOTNER, MIT PRESS,
1964. 85 3 THE TYPICAL SPECTRAL SHAPE OF AN ECONOMIC VARIABLE, C. W. J.
GRANGER, ECONOMETRICA, 34, 1966, PP. 150-61. 106 PART TWO: SEASONALITY 4
SEASONAHTY: CAUSATION, INTERPRETATION AND IMPLICATIONS, C. W. J.
GRANGER, SEASONAL ANALYSIS OF ECONOMIC TIME SERIES, ECONOMIC RESEARCH
REPORT, ER-1, BUREAU OF THE CENSUS, EDITED BY A. ZELLNER, 1979, PP.
33-46. 121 5 IS SEASONAL ADJUSTMENT A LINEAR OR NONLINEAR DATA-
FILTERING PROCESS? E. GHYSELS, C. W. J. GRANGER AND P. L. SIKLOS,
JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, 14, 1996, PP. 374-86. 147
CONTENTS PART THREE: NONLINEARITY 6 NON-LINEAR TIME SERIES MODELING, C.
W. J. GRANGER AND A. ANDERSEN, APPLIED TIME SERIES ANALYSIS, EDITED BY
DAVID F. FINDLEY, ACADEMIC PRESS, 1978, PP. 25-38. 177 7 USING THE
CORRELATION EXPONENT TO DECIDE WHETHER AN ECONOMIC SERIES IS CHAOTIC, T.
LUI, C. W. J. GRANGER AND W. P. HELLER, JOURNAL OF APPLIED ECONOMETRICS,
7, 1992, S25-S40. REPRINTED IN NONLINEAR DYNAMICS, CHAOS, AND
ECONOMETRICS, EDITED BY M. H. PESARAN AND S. M. POTTER, J. WILEY,
CHINCHESTER. 188 8 TESTING FOR NEGLECTED NONLINEARITY IN TIME SERIES
MODELS: A COMPARISON OF NEURAL NETWORK METHODS AND ALTERNATIVE TESTS,
T.-H. LEE, H. WHITE AND C. W. J. GRANGER, JOURNAL OF ECONOMETRICS, 56,
1993, PP. 269-90. 208 9 MODELING NONLINEAR RELATIONSHIPS BETWEEN
EXTENDED- MEMORY VARIABLES, C. W. J. GRANGER, ECONOMETRICA, 63, 1995,
PP. 265-79. 230 10 SEMIPARAMETRIC ESTIMATES OF THE RELATION BETWEEN
WEATHER AND ELECTRICITY SALES, R. F. ENGLE, C. W. J. GRANGER, J. RICE,
AND A. WEISS, JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 81, 1986,
PP. 310-20. 247 PART FOUR: METHODOLOGY 11 TIME SERIES MODELING AND
INTERPRETATION, C. W. J. GRANGER AND M. J. MORRIS, JOURNAL OF THE ROYAL
STATISTICAL SOCIETY, SERIES A, 139, 1976, PP. 246-57. 273 12 ON THE
INVERTIBILITY OF TIME SERIES MODELS, C. W. J. GRANGER AND A. ANDERSEN,
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 8, 1978,87-92. 289 13 NEAR
NORMALITY AND SOME ECONOMETRIC MODELS, C. W. J. GRANGER, ECONOMETRICA,
47, 1979, PP. 781-4. 296 14 THE TIME SERIES APPROACH TO ECONOMETRIC
MODEL BUILDING, C. W. J. GRANGER AND P. NEWBOLD, NEW METHODS IN BUSINESS
CYCLE RESEARCH, ED. C. SIMS, 1977, FEDERAL RESERVE BANK OF MINNEAPOLIS.
302 15 COMMENTS ON THE EVALUATION OF POLICY MODELS, C. W. J. GRANGER AND
M. DEUTSCH, JOURNAL OF POLICY MODELING, 14, 1992, PP. 397-416. 317 16
IMPLICATIONS OF AGGREGATION WITH COMMON FACTORS, C. W. J. GRANGER,
ECONOMETRIC THEORY, 3, 1987, PP. 208-22. 336 CONTENTS PART FIVE:
FORECASTING 17 ESTIMATING THE PROBABILITY OF FLOODING ON A TIDAL RIVER,
C. W. J. GRANGER, JOURNAL OF THE INSTITUTION OF WATER ENGINEERS, 13,
1959, PP. 165-74. 355 18 PREDICTION WITH A GENERALIZED COST OF ERROR
FUNCTION, C. W. J. GRANGER, OPERATIONAL RESEARCH QUARTERLY, 20, 1969,
PP. 199-207. 366 19 SOME COMMENTS ON THE EVALUATION OF ECONOMIC
FORECASTS, C. W. J. GRANGER AND P. NEWBOLD, APPLIED ECONOMICS, 5, 1973,
PP. 35-47. 375 20 THE COMBINATION OF FORECASTS, J. M. BATES AND C. W. J.
GRANGER, OPERATIONAL RESEARCH QUARTERLY, 20, 1969, PP. 451-68. 391 21
INVITED REVIEW: COMBINING FORECASTS - TWENTY YEARS LATER, C. W. J.
GRANGER, JOURNAL OF FORECASTING, 8, 1989, PP. 167-73. 411 22 THE
COMBINATION OF FORECASTS USING CHANGING WEIGHTS, M. DEUTSCH, C. W. J.
GRANGER AND T. TERAESVIRTA, INTERNATIONAL JOURNAL OF FORECASTING, 10,
1994, PP. 47-57. 420 23 FORECASTING TRANSFORMED SERIES, C. W. J. GRANGER
AND P. NEWBOLD, THE JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B,
38, 1976, PP. 189-203. 436 24 FORECASTING WHITE NOISE, C. W. J. GRANGER,
APPLIED TIME SERIES ANALYSIS OF ECONOMIC DATA, PROCEEDINGS OF THE
CONFERENCE ON APPLIED TIME SERIES ANALYSIS OF ECONOMIC DATA, OCTOBER
1981, EDITED BY A. ZELLNER, U.S. DEPARTMENT OF COMMERCE, BUREAU OF THE
CENSUS, GOVERNMENT PRINTING OFFICE, 1983, PP. 308-14. 457 25 CAN WE
IMPROVE THE PERCEIVED QUALITY OF ECONOMIC FORECASTS? C. W. J. GRANGER,
JOURNAL OF APPLIED ECONOMETRICS, 11, 1996, PP. 455-73. 472 26 SHORT-RUN
FORECASTS OF ELECTRICITY LOADS AND PEAKS, R. RAMANATHAN, R. F. ENGLE, C.
W. J. GRANGER, A. VAHID-ARAGHI, AND C. BRACE, INTERNATIONAL JOURNAL OF
FORECASTING, 13, 1997, PP. 161-74. 497 INDEX 517
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| spelling | Granger, C. W. J. 1934-2009 Verfasser (DE-588)120941104 aut Essays in econometrics collected papers of Clive W. J. Granger 1 Spectral analysis, seasonality, nonlinearity, methodology, and forecasting edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson 1. publ. Cambridge ; New York Cambridge Univ. Press 2001 XIX, 523 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Econometric Society: Econometric Society monographs 32 Econometric society monographs ... Ghysels, Eric 1956- (DE-588)130422134 edt Swanson, Norman R. 1964- (DE-588)120685981 edt (DE-604)BV013783580 1 Econometric Society: Econometric Society monographs 32 (DE-604)BV000018129 32 SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009422868&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Granger, C. W. J. 1934-2009 Essays in econometrics collected papers of Clive W. J. Granger Econometric Society: Econometric Society monographs |
| title | Essays in econometrics collected papers of Clive W. J. Granger |
| title_auth | Essays in econometrics collected papers of Clive W. J. Granger |
| title_exact_search | Essays in econometrics collected papers of Clive W. J. Granger |
| title_full | Essays in econometrics collected papers of Clive W. J. Granger 1 Spectral analysis, seasonality, nonlinearity, methodology, and forecasting edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
| title_fullStr | Essays in econometrics collected papers of Clive W. J. Granger 1 Spectral analysis, seasonality, nonlinearity, methodology, and forecasting edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
| title_full_unstemmed | Essays in econometrics collected papers of Clive W. J. Granger 1 Spectral analysis, seasonality, nonlinearity, methodology, and forecasting edited by Eric Ghysels, Norman R. Swanson, Mark W. Watson |
| title_short | Essays in econometrics |
| title_sort | essays in econometrics collected papers of clive w j granger spectral analysis seasonality nonlinearity methodology and forecasting |
| title_sub | collected papers of Clive W. J. Granger |
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