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Cointegration, Causality, and Forecasting

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Engle, Robert F.; White, Halbert; 作者
Oxford University Press
译者
1999-12-9 出版日期
504 页数
USD 220.00 价格
Hardcover
丛书系列
9780198296836 图书编码

Cointegration, Causality, and Forecasting 在线电子书 图书标签: 計量經濟學  英國  經濟學  歐洲  數學  因果論_G  Clive_Granger  2017   


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Cointegration, Causality, and Forecasting 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Cointegration, Causality, and Forecasting 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024



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Cointegration, Causality, and Forecasting 在线电子书 图书描述

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.

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