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

by Robert F. Engle , Halbert White
Save 17% Save 17%
Current price ₹26,045.00
Original price ₹31,254.00
Original price ₹31,254.00
Original price ₹31,254.00
(-17%)
₹26,045.00
Current price ₹26,045.00

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Book cover type: Hardcover
  • ISBN13: 9780198296836
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: OUP Oxford
  • Publisher Imprint: OUP Oxford
  • Publication Date:
  • Pages: 504
  • Original Price: GBP 182.5
  • Language: English
  • Edition: N/A
  • Item Weight: 880 grams
  • BISAC Subject(s): Econometrics

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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