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

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9780198296836: Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

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 (the late) was formerly Professor of Economics at the University of California, San Diego (UCSD) and was a member of UCSDs Institute for Neural Computation.

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Book Description Oxford University Press, United Kingdom, 1999. Hardback. Book Condition: New. Language: English . Brand New Book ***** Print on Demand *****. 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. Bookseller Inventory # APC9780198296836

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Book Description Oxford University Press. Hardcover. Book Condition: New. Hardcover. 504 pages. Dimensions: 9.5in. x 6.6in. x 1.3in.This book is a collection of essays in honor of Clive Granger by some of the worlds leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Grangers 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. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Hardcover. Bookseller Inventory # 9780198296836

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