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Essays in Econometrics
These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality, nonlinearity, methodology, and forecasting.
Cointegration, Causality, and Forecasting
A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with both) Clive Granger. Central themes of Granger's work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.
Empirical Modeling in Economics
Lucid account of the process of constructing and evaluating an empirical model.
Forecasting Economic Time Series
Economic Theory, Econometrics, and Mathematical Economics, Second Edition: Forecasting Economic Time Series presents the developments in time series analysis and forecasting theory and practice. This book discusses the application of time series procedures in mainstream economic theory and econometric model building. Organized into 10 chapters, this edition begins with an overview of the problem of dealing with time series possessing a deterministic seasonal component. This text then provides a description of time series in terms of models known as the time-domain approach. Other chapters consider an alternative approach, known as spectral or frequency-domain analysis, that often provides useful insights into the properties of a series. This book discusses as well a unified approach to the fitting of linear models to a given time series. The final chapter deals with the main advantage of having a Gaussian series wherein the optimal single series, least-squares forecast will be a linear forecast. This book is a valuable resource for economists.
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon
A multi-disciplinary team of authors analyze the economics of Brazilian deforestation using a large data set of ecological and economic variables. They survey the most up to date work in this field and present their own dynamic and spatial econometric analysis based on municipality level panel data spanning the entire Brazilian Amazon from 1970 to 1996. By observing the dynamics of land use change over such a long period the team is able to provide quantitative estimates of the long-run economic costs and benefits of both land clearing and government policies such as road building. The authors find that some government policies, such as road paving in already highly settled areas, are beneficial both for economic development and for the preservation of forest, while other policies, such as the construction of unpaved roads through virgin areas, stimulate wasteful land uses to the detriment of both economic growth and forest cover.
Introduction to Modern Time Series Analysis
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important approaches to analyze time series which may be stationary or nonstationary.
Spectral Analysis of Economic Time Series. (PSME-1)
The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been devoted to adapting and extending these methods so that they will be suitable for use with economic series. This book presents the important results of this research and further advances the application of the recently developed Theory of Spectra to economics. In particular, Professor Hatanaka demonstrates the new technique in treating two problems-business cycle indicators, and the acceleration princi...
