Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive ...
261,43 €
Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive . Granger, Hardcover by Engle, Robert F. (EDT); White, Halbert (EDT); Granger, C. W. J. (EDT), ISBN 0198296835, ISBN-13 9780198296836, Brand New, Free shipping in the US 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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