Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
MIA KARTS BOOKS
Cointegration, Causality, and Forecasting: A Festschrift ...
Book details
- Author
- Robert F. Engle
- Publisher
- OXFORD UNIVERSITY PRESS
- Format
- Hardcover
- Language
- English
- Category
- Econometrics & Statistics
- Condition
- New
- ISBN-13
- 9780198296836
- ISBN-10
- 0198296835
- Vendor: Mia Karts
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
$378.89 USD
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ISBN: 0198296835
Author: Engle, Robert F.
Condition: New
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.
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Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
$378.89 USD
