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

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: Robert F. Engle
Publisher: Oxford University Press, USA
Published: 12/09/1999
Pages: 504
Binding Type: Hardcover
Weight: 1.94lbs
Size: 9.36h x 6.49w x 1.25d
ISBN: 9780198296836

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