时间序列的光辉：Essays in Econometrics（格兰杰论文集）

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Essays in Econometrics（格兰杰论文集）
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<br/></p><p></p><p align="center"><font color="#000000"><strong><font style="BACKGROUND-COLOR: #ffffff;">Essays in Econometrics</font>: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)</strong></font></p><p></p><p>     顶尖时间序列学者<strong>格兰杰</strong>的论文集，论坛上叫卖100块，奇贵无比，不是做学问的样子。我好不容易在某个外文网站上找到了，现在10块钱卖出——本来我想免费的，想想这里边某些人太黑心，我不得不也挣点钱，以备“不时之需”——各位，10块钱不算贵了吧，要是真的买不起，没有钱，留下邮箱吧，有钱的朋友就不要吝啬10块钱了，格兰杰大作还是值这个价的。</p><p>    希望诸位以后宽容大量一些，不要动不动一个资料上百上千。这里多说几句，可能罗嗦了，各位见谅！ </p><p><img alt="" src="http://ecx.images-amazon.com/images/I/413STBBDWNL.jpg" border="0"/></p><p></p><p></p><p><strong>Contents<br/></strong></p><p><strong>Acknowledgments page xiii<br/>List of Contributors xvii<br/>Introduction 1<br/>eric ghysels, norman r. swanson, and mark watson<br/>PART ONE: CAUSALITY</strong><br/></p><p><strong>1. Investigating Causal Relations by Econometric<br/>Models and Cross-Spectral Methods, c. w. j. granger,<br/>Econometrica, 37, 1969, pp. 424–38. Reprinted in<br/>Rational Expectations, edited by j. sargent and r.<br/>lucas, 1981, University of Minnesota Press. 31<br/></strong></p><p><strong>2. Testing for Causality: A Personal Viewpoint,<br/>c. w. j. granger, Journal of Economic Dynamics and<br/>Control, 2, 1980, pp. 329–52. 48<br/></strong></p><p><strong>3. Some Recent Developments in a Concept of Causality,<br/>c. w. j. granger, Journal of Econometrics, 39, 1988,<br/>pp. 199-211. 71<br/></strong></p><p><strong>4. Advertising and Aggregate Consumption: An Analysis<br/>of Causality, r. ashley, c. w. j. granger and<br/>r. schmalensee, Econometrica, 48, 1980, pp. 1149–67. 84<br/>PART TWO: INTEGRATION AND COINTEGRATION<br/></strong></p><p><strong>5. Spurious Regression in Econometrics, c. w. j. granger<br/>and p. newbold, Journal of Econometrics, 2, 1974,<br/>pp. 111–20. 109<br/></strong></p><p><strong>6. Some Properties of Time Series Data and Their Use in<br/>Econometric Model Specification, c. w. j. granger,<br/>Journal of Econometrics, 16, 1981, pp. 121–30. 119</strong></p><p><strong>7. Time Series Analysis of Error Correction Models,<br/>c. w. j. granger and a. a. weiss, in Studies in<br/>Econometrics: Time Series and Multivariate Statistics,<br/>edited by s. karlin, t. amemiya, and l. a. goodman,<br/>Academic Press, New York, 1983, pp. 255–78. 129<br/></strong></p><p><strong>8. Co-Integration and Error-Correction: Representation,<br/>Estimation, and Testing, r. engle and c. w. j. granger,<br/>Econometrica, 55, 1987, pp. 251–76. 145<br/></strong></p><p><strong>9. Developments in the Study of Cointegrated Economic<br/>Variables, c. w. j. granger, Oxford Bulletin of<br/>Economics and Statistics, 48, 1986, pp. 213–28. 173<br/></strong></p><p><strong>10. Seasonal Integration and Cointegration, s. hylleberg,<br/>r. f. engle, c. w. j. granger, and b. s. yoo, Journal<br/>of Econometrics, 44, 1990, pp. 215–38. 189<br/></strong></p><p><strong>11. A Cointegration Analysis of Treasury Bill Yields, a. d.<br/>hall, h. m. anderson, and c. w. j. granger, Review of<br/>Economics and Statistics, 74, 1992, pp. 116–26. 212<br/></strong></p><p><strong>12. Estimation of Common Long Memory Components<br/>in Cointegrated Systems, j. gonzalo and<br/>c. w. j. granger, Journal of Business and Economic<br/>Statistics, 13, 1995, pp. 27–35. 232<br/></strong></p><p><strong>13. Separation in Cointegrated Systems and<br/>Persistent-Transitory Decompositions,<br/>c. w. j. granger and n. haldrup, Department of<br/>Economics, Oxford Bulletin of Economics and<br/>Statistics, 59, 1997, pp. 449–64. 254<br/></strong></p><p><strong>14. Nonlinear Transformations of Integrated Time Series,<br/>c. w. j. granger and j. hallman, Journal of Time<br/>Series Analysis, 12, 1991, pp. 207–24. 269<br/></strong></p><p><strong>15. Long Memory Series with Attractors, c. w. j. granger<br/>and j. hallman, Oxford Bulletin of Economics and<br/>Statistics, 53, 1991, pp. 11–26. 286<br/></strong></p><p><strong>16. Further Developments in the Study of Cointegrated<br/>Variables, c. w. j. granger and n. r. swanson,<br/>Oxford Bulletin of Economics and Statistics, 58, 1996,<br/>pp. 374–86. 302<br/>PART THREE: LONG MEMORY<br/></strong></p><p><strong>17. An Introduction to Long-Memory Time Series<br/>Models and Fractional Differencing, c. w. j. granger<br/>and r. joyeux, Journal of Time Series Analysis, 1, 1980,<br/>pp. 15–29. 321</strong></p><p><strong>18. Long Memory Relationships and the Aggregation of<br/>Dynamic Models, c. w. j. granger, Journal of<br/>Econometrics, 14, 1980, pp. 227–38. 338<br/></strong></p><p><strong>19. A Long Memory Property of Stock Market Returns<br/>and a New Model, z. ding, c. w. j. granger and<br/>r. f. engle, Journal of Empirical Finance, 1, 1993,<br/>pp. 83–106. 349<br/>Index 373</strong></p><p><strong>格式：PDF</strong></p><p><strong>注：这份东西是可以复制粘贴的，目录就是我从上边粘贴过来的。</strong></p><p><strong></strong></p><p></p>

[此贴子已经被作者于2008-10-25 9:10:00编辑过]

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关键词：econometrics Econometric metrics Metric Essays 留下邮箱 格兰杰 论文集 朋友 外文

没有钱的，就留下邮箱，我找个时候统一发放！

有钱的就当支持一下，帮困济贫~！

这个好像只有第II本～～

有中文翻译的吗？！！！！！！！

[此贴子已经被作者于2008-10-25 10:51:20编辑过]

对不起，中文版还没找到，我过段时间看看，估计不太容易弄到！

这个貌似是格兰杰计量经济学论文集第二卷   有本中文翻译版的是朱小斌翻译   上财出版社的

谢谢了，楼主 。 好人的。

发的附件已经收到的。 谢谢：）

谢谢

以下是引用mathecon74在2008-10-25 10:36:00的发言：
有中文翻译的吗？！！！！！！！

这东西看中文很多时候会死人的！

楼主，你绝对是个好人，我的邮箱guobin1987@gmail.com,能不能留下邮箱，我们以后可以联系，你的好书我已经买了，感谢得不得了