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1.

図書
図書
1. Forecasting economic time series. 2nd ed (: hard ; : pbk)
C.W.J. Granger, Paul Newbold
出版情報: Orlando ; San Diego ; Tokyo : Academic Press, c1986  xiv, 338 p. ; 24 cm
シリーズ名: Economic theory, econometrics, and mathematical economics
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目次情報: 続きを見る
Introduction to the Theory of Time Series
Spectral Analysis
Building Linear Time Series Models
The Theory of Forecasting
Practical Methods for Univariate Time Series Forecasting
Forecasting from Regression Models
Multiple Series Modeling and Forecasting
Building Multiple Time Series Forecasting Models
The Combination and Evaluation of Forecasts
Further Topics
References
Author Index
Subject Index
Introduction to the Theory of Time Series
Spectral Analysis
Building Linear Time Series Models
2.

図書
図書
2. 経済モデルは何の役に立つのか : 経済経験モデルの特定化とその評価
C.W.J. グレンジャー著 ; 細谷雄三訳
出版情報: 東京 : 牧野書店 , 東京 : 星雲社 (発売), 2009.5  x, 114p ; 22cm
シリーズ名: 経済・統計分析入門 ; 1
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3.

図書
図書
3. Forecasting in business and economics
C.W.J. Granger
出版情報: New York : Academic Press, c1980  x, 226 p. ; 25 cm
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目次情報: 続きを見る
Introduction to the Theory of Time Series
Spectral Analysis
Building Linear Time Series Models
The Theory of Forecasting
Practical Methods for Univariate Time Series Forecasting
Forecasting from Regression Models
Multiple Series Modeling and Forecasting
Building Multiple Time Series Forecasting Models
The Combination and Evaluation of Forecasts
Further Topics
References
Author Index
Subject Index
Introduction to the Theory of Time Series
Spectral Analysis
Building Linear Time Series Models
4.

図書
図書
4. Spectral analysis of economic time series
by C.W.J. Granger, in association with M. Hatanaka
出版情報: Princeton, N.J. : Princeton University Press, 1964  xviii, 299 p. ; 24 cm
シリーズ名: Princeton studies in mathematical economics ; no. 1
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5.

図書
図書
5. Advanced texts in econometrics
Granger, C. W. J. (Clive William John), 1934- ; Mizon, Grayham E.
出版情報: Oxford : Oxford University Press
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