Download or Read online Cointegration Causality and Forecasting full in PDF, ePub and kindle. this book written by Chair of the Department of Economics Robert F Engle and published by Oxford University Press on Demand which was released on 20 April 1999 with total page 497 pages. We cannot guarantee that Cointegration Causality and Forecasting book is available in the library, click Get Book button and read full online book in your kindle, tablet, IPAD, PC or mobile whenever and wherever You Like. 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.
- Author : Chair of the Department of Economics Robert F Engle
- Publisher : Oxford University Press on Demand
- Pages : 497 pages
- ISBN : 9780198296836
- Release : 20 April 1999
- Rating : 5/5 from 1 reviews