ENGLISH

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

By Halbert White , Robert F. Engle

Book information

Publisher
Oxford University Press
Year
1999
ISBN
0198296835, 9780198296836
LCC
HB141 .C619 1999
Open Library ID
OL6806027M
Language
english
Format
PDF
Filesize
22 MB (22614769 bytes)
Edition
First Edition, First Printing
Pages
250\250
Orientation
no
Scanned
yes
Time added
2011-08-31 04:54:40
Финансово-экономические дисциплины;Эконометрика

Description

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.

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