Cointegration, Causality, and Forecasting : Festschrift in Honour of Clive W. J. Granger
Book Details
Format
Hardback or Cased Book
ISBN-10
0198296835
ISBN-13
9780198296836
Publisher
Oxford University Press
Imprint
Oxford University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Oct 7th, 1999
Print length
504 Pages
Weight
862 grams
Dimensions
24.20 x 16.30 x 3.10 cms
Product Classification:
Econometrics
Ksh 50,850.00
Manufactured on Demand
Delivery in 29 days
Delivery Location
Delivery fee: Select location
Delivery in 29 days
Secure
Quality
Fast
A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or studied with Granger.
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.
Get Cointegration, Causality, and Forecasting by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Oxford University Press and it has pages.
