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

 
9780198296836: Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
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ISBN 10: 0198296835 ISBN 13: 9780198296836
Publisher: Oxford University Press, 1999

Synopsis

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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About the Author

Robert Engle holds the Chancellor's Associates Chair in Economics at the University of California, San Diego. Previously Assistant Professor at Massachusetts Institute of Technology (MIT), He is a fellow of both the American Academy of Arts and Sciences and the Econometric Society.

Halbert White is Professor of Economics at the University of California, San Diego (UCSD) and is a member of UCSDs Institute for Neural Computation.

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Engle, Robert F. [Editor]; White, Halbert [Editor];
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