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.
সাল:
1999
সংস্করণ:
First Edition, First Printing
প্রকাশক:
Oxford University Press
ভাষা:
english
পৃষ্ঠা:
250
ISBN 10:
0198296835
ফাইল:
PDF, 21.57 MB
IPFS:
,
english, 1999