Cointegration, Causality, and Forecasting

出版者:Oxford University Press

作者:Engle, Robert F.; White, Halbert;

页数:504

出版时间:1999-12-9

价格:USD 220.00

装帧:Hardcover

isbn号码:9780198296836

图书标签:計量經濟學英國經濟學歐洲數學因果論_GClive_Granger2017

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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.