Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger
Robert F. Engle, Halbert White
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.
ปี:
1999
ฉบับพิมพ์ครั้งที่:
First Edition, First Printing
สำนักพิมพ์:
Oxford University Press
ภาษา:
english
จำนวนหน้า:
250
ISBN 10:
0198296835
ไฟล์:
PDF, 21.57 MB
IPFS:
,
english, 1999