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Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

Robert F. Engle
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This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecasting evaluation, and non-linear and non-parametric econometric techniques.
Language
English
Pages
504
Format
Hardcover
Publisher
Oxford University Press, USA
Release
December 09, 1999
ISBN
0198296835
ISBN 13
9780198296836

Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

Robert F. Engle
0/5 ( ratings)
Read Download
This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecasting evaluation, and non-linear and non-parametric econometric techniques.
Language
English
Pages
504
Format
Hardcover
Publisher
Oxford University Press, USA
Release
December 09, 1999
ISBN
0198296835
ISBN 13
9780198296836

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