Cointegration, Causality, and Forecasting A Festschrift in Honour of Clive W.J. Granger
, by Engle, Robert F.; White, HalbertNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780198296836 | 0198296835
- Cover: Hardcover
- Copyright: 12/9/1999
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.