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Cointegration, Causality, and Forecasting

Name: Cointegration, Causality, and Forecasting
Brand: Oxford University Press
SKU: 04525367
Price: 276.69 EUR
Availability: InStock
Author: Robert F. Engle
ISBN: 9780198296836

Festschrift in Honour of Clive W. J. Granger

Robert F. Engle

Halbert White

Language

English

Book Hardback

Libristo code: 04525367

Publishers Oxford University Press, October 1999

The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world... Full description

Libristo code: 04525367

669 b

276.69 €

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The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world'leading econometricians, all of whom have collaborated with or studied with (or both) Clive Granger. Central themes of Grangers work are reflected in the book with attention to tests for unit roots and cointegration, tests of misspecification, forecasting models and forecast evaluation, non-linear and non-parametric econometric techniques, and overall, a careful blend of practical empirical work and strong theory. The book shows the scope of Granger's research and the range of the profession that has been influenced by his work.