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Item Details
| Title:
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COINTEGRATION, CAUSALITY, AND FORECASTING
FESTSCHRIFT IN HONOUR OF CLIVE W. J. GRANGER |
| By: |
Robert F. Engle (Editor), Halbert White (Editor) |
| Format: |
Hardback |
| List price:
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£240.00 |
| Our price: |
£210.00 |
| Discount: |
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| You save:
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£30.00 |
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| ISBN 10: |
0198296835 |
| ISBN 13: |
9780198296836 |
| Availability: |
Usually dispatched within 1-3 weeks.
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| Stock: |
Currently 0 available |
| Publisher: |
OXFORD UNIVERSITY PRESS |
| Pub. date: |
7 October, 1999 |
| Pages: |
504 |
| Description: |
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. Central themes of Granger's 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. |
| Synopsis: |
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. |
| Illustrations: |
1 halftone |
| Publication: |
UK |
| Imprint: |
Oxford University Press |
| Returns: |
Returnable |
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