Cointegration, Causality, and Forecasting

Festschrift in Honour of Clive W. J. Granger

By: Robert F. Engle (Editor), Halbert White (the late) (Editor)

Write A Review

Hardcover | 7 October 1999

At a Glance

Hardcover
504 Pages

Dimensions(cm)
23.39 x 15.6 x 2.69

Hardcover

$322.25

or 4 interest-free payments of $80.56 with

or

Ships in 7 to 10 business days

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.

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.