Empirical Modelling Specification and Evaluation.

Language: English

Published by Cambridge, etc.: Cambridge University Press, 1999., 1999

0521662087 / 9780521662086

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First Edition. xii, 99 pp. Original cloth. Near Fine, without dust jacket. "In these three essays, Professor Granger explains the process of constructing and evaluating an empirical model. Drawing on a wide range of cases and vignettes from economics, finance, politics and environment economics, as well as from art, literature, and the entertainment industry, Professor Granger combines rigor with intuition to provide a unique and entertaining insight into one of the most important subjects in modern economics. Chapter 1 deals with Specification. Chapter 2 considers Evaluation, and argues that insufficent evaluation is undertaken by economists, and that models should be evaluated in terms of the quality of their output. In Chapter 3, the question of how to evaluate forecasts is considered at several levels of increasing depth" (Cambridge University Press Web site). Clive W. J. Granger: Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel, 2003, "for methods of analyzing economic time series with time-varying volatility (ARCH)" "for methods of analyzing economic time series with common trends (cointegration)".…

Seller Inventory # 12065

Title
Empirical Modelling Specification and Evaluation.
Author
GRANGER, Clive W. J.:
Publisher
Cambridge, etc.: Cambridge University Press, 1999.
Publication year
1999
Binding
Hardcover
Language
English
ISBN 10
0521662087
ISBN 13
9780521662086
Edition
1st Edition
Printing
1st Printing

Ted Kottler, Bookseller

Redondo Beach, CA, U.S.A.

4-star seller

AbeBooks seller since January 5, 2002

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