Cointegration, Causality, and Forecasting

A Festschrift in Honour of Clive W.J. Granger
Erscheinungsjahr 1999
ISBN: 978-0-19-829683-6
Verlag: OUP Oxford

Buch, Englisch, 504 Seiten, Format (B × H): 161 mm x 240 mm, Gewicht: 916 g

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

Autoren/Hrsg.

Engle, Robert F.

White, Halbert

White (the late), Halbert

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Über Autor(innen)

Robert Engle holds the Chancellor's Associates Chair in Economics at the University of California, San Diego. Previously Assistant Professor at Massachusetts Institute of Technology (MIT), He is a fellow of both the American Academy of Arts and Sciences and the Econometric Society.

Halbert White (the late) was formerly Professor of Economics at the University of California, San Diego (UCSD) and was a member of UCSDs Institute for Neural Computation.