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Cointegration, Causality, and Forecasting - Festschrift in Honour of Clive W. J. Granger (Hardcover) Loot Price: R7,192

Discovery Miles 71 920

Repayment Terms: R674 pm x 12*

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Cointegration, Causality, and Forecasting - Festschrift in Honour of Clive W. J. Granger (Hardcover): Robert F. Engle, Halbert...

Cointegration, Causality, and Forecasting - Festschrift in Honour of Clive W. J. Granger (Hardcover)

Robert F. Engle, Halbert White (the late)

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Loot Price R7,192 Discovery Miles 71 920 | Repayment Terms: R674 pm x 12*

Expected to ship within 12 - 19 working days

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The book is a collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with or studied with (or both) Clive Granger. Central themes of Granger's 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.

General

Imprint:	Oxford UniversityPress
Country of origin:	United Kingdom
Release date:	October 1999
First published:	December 1999
Editors:	Robert F. Engle (Professor of Economics) • Halbert White (the late) (formerly Professor of Economics)
Dimensions:	242 x 163 x 31mm (L x W x T)
Format:	Hardcover
Pages:	504
ISBN-13:	978-0-19-829683-6
Categories:	Books > Business & Economics > Economics > Econometrics > General Promotions
LSN:	0-19-829683-5
Barcode:	9780198296836