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Cointegration, Causality, and Forecasting

Festschrift in Honour of Clive W. J. Granger

Specificaties
Gebonden, 504 blz. | Engels
| e druk, 1999
ISBN13: 9780198296836
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Juridisch :
e druk, 1999 9780198296836
€ 356,34
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Samenvatting

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.

Specificaties

ISBN13:9780198296836
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:504
Hoofdrubriek:Economie

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€ 356,34
Levertijd ongeveer 11 werkdagen
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        Cointegration, Causality, and Forecasting