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


Cointegration, Causality, and Forecasting

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Engle, Robert F.; White, Halbert;
Oxford University Press
1999-12-9
504
USD 220.00
Hardcover
9780198296836

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 epub 下载 mobi 下载 pdf 下载 txt 电子书 下载 2024

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

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



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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.

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