Book contents
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- 1 The ET Interview: Professor Clive Granger
- PART ONE SPECTRAL ANALYSIS
- PART TWO SEASONALITY
- PART THREE NONLINEARITY
- PART FOUR METHODOLOGY
- 11 Time Series Modeling and Interpretation
- 12 On the Invertibility of Time Series Models
- 13 Near Normality and Some Econometric Models
- 14 The Time Series Approach to Econometric Model Building
- 15 Comments on the Evaluation of Policy Models
- 16 Implications of Aggregation with Common Factors
- PART FIVE FORECASTING
- Index
12 - On the Invertibility of Time Series Models
Published online by Cambridge University Press: 06 July 2010
Book contents
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- 1 The ET Interview: Professor Clive Granger
- PART ONE SPECTRAL ANALYSIS
- PART TWO SEASONALITY
- PART THREE NONLINEARITY
- PART FOUR METHODOLOGY
- 11 Time Series Modeling and Interpretation
- 12 On the Invertibility of Time Series Models
- 13 Near Normality and Some Econometric Models
- 14 The Time Series Approach to Econometric Model Building
- 15 Comments on the Evaluation of Policy Models
- 16 Implications of Aggregation with Common Factors
- PART FIVE FORECASTING
- Index
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- Essays in EconometricsCollected Papers of Clive W. J. Granger, pp. 289 - 295Publisher: Cambridge University PressPrint publication year: 2001