product iamge

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

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Download
Search on Amazon

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

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.

Author(s): Robert F. Engle, Halbert White
Edition: First Edition, First Printing
Publisher: Oxford University Press
Year: 1999

Language: English
Pages: 250
Tags: Финансово-экономические дисциплины;Эконометрика;