Cointegration, Causality, and Forecasting

Language: English

Published by Oxford University Press, GB, 1999

0198296835 / 9780198296836

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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.

Seller Inventory # LU-9780198296836

Title
Cointegration, Causality, and Forecasting
Author
Robert F. Engle
Publisher
Oxford University Press, GB
Publication year
1999
Condition
New
Binding
Hardback
Language
English
ISBN 10
0198296835
ISBN 13
9780198296836
Edition
Illustrated.
Item weight
862 grams
Dimensions
23.62 x 3.3 x 16.26 cm

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