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Cointegration, Causality, and Forecasting : A Festschrift in Honour of Clive W. J. Granger. 共和分、因果性、予測－C.W.J.グレンジャー記念論集
・ISBN 978-0-19-829683-6 1999 hard GB£ 265.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-383-01899-8
| 著者・編者 | Engle, Robert F. / White, H. (eds.), |
|---|---|
| 出版社 | (Oxford U. Pr., UK) |
| ページ数 | 504 pp. |
| 言語 | ENG |
| ニュース番号 | ＜455-185 460-204＞ |
解説
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.