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Cointegration, Causality, and Forecasting
Festschrift in Honour of Clive W. J. Granger
Av Robert F. Engle, Halbert White (the late)
Inbunden, 1999
4873 kr
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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 …