Cointegration, Causality, and Forecasting: A Festschrift in...

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Cointegration, Causality, and...

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

Robert F. Engle, Halbert White

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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.

Категории:

Business & Economics - Econometrics
Business & Economics - Mathematical Economics

Година:

1999

Издание:

First Edition, First Printing

Издателство:

Oxford University Press

Език:

english

Страници:

250