Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger
Edited by Robert Engle and
in OUP Catalogue from Oxford University Press
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.
References: Add references at CitEc
Citations: View citations in EconPapers (58) Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:oxp:obooks:9780198296836
Ordering information: This item can be ordered from
http://ukcatalogue.o ... uct/9780198296836.do
Access Statistics for this book
More books in OUP Catalogue from Oxford University Press
Bibliographic data for series maintained by Economics Book Marketing ().