Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

ISBN: 9780198296836
Publisher: Oxford University Press
Edition: 1
Publication Date: 1999-12-09
Number of pages: 504
  • $68.55

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DESCRIPTION

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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