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Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger PDF

250 Pages·1999·21.567 MB·English
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Preview Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W.J. Granger

Description:
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.
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Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.