《Essays in Econometrics》收集了Clive W.J. Granger近30年的研究成果，包括长期记忆性、协整、非线性和预测等系列开创性论文！

Content

Introduction 1
1 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 Seasonality: 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

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

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. teräsvirta, 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

这本书偶下了好长时间，收点费用是应该的啦！辛苦费(50)+版权费(50)=一百元

请多支持一下此帖：
顶级计量经济学学术期刊《Econometrica》https://bbs.pinggu.org/thread-74430-1-1.html

若能得到版主更多奖励，我将再奉献一些论坛上没有的书！

[em03]

[此贴子已经被作者于2007-2-1 21:12:31编辑过]