Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger - Hardcover
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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Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
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Oxford University Press, 1999
ISBN 10: 0198296835
ISBN 13: 9780198296836
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Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
Published by
Oxford University Press, 1999
ISBN 10: 0198296835
ISBN 13: 9780198296836
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Cointegration, Causality, and Forecasting (Hardcover)
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ISBN 10: 0198296835
ISBN 13: 9780198296836
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Hardcover. Condition: new. Hardcover. 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 carefulblend 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. The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with or studied with (or both) Clive Granger. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Seller Inventory # 9780198296836
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Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive W.J. Granger
Published by
Oxford University Press, 1999
ISBN 10: 0198296835
ISBN 13: 9780198296836
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