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【C.W.J.Granger記念論文集】
Cointegration, Causality, and Forecasting:Festschrift in Honour of Clive W. J. Granger '99
Engle, Robert F.,
White (the late), Halbert
編
発行年月 |
1999年10月 |
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出版国 |
イギリス |
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言語 |
英語 |
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媒体 |
冊子 |
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装丁 |
hardcover |
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ページ数／巻数 |
504 p., 1 halftone |
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ジャンル |
洋書／社会科学／経済学／数理経済・計量経済・実験経済 |
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ISBN |
9780198296836 |
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商品コード |
0209929591 |
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本の性格 |
学術書 |
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新刊案内掲載月 |
2003年11月 |
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書評掲載誌 |
Journal of Economic Literature |
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商品URL
| https://kw.maruzen.co.jp/ims/itemDetail.html?itmCd=0209929591 |
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内容
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.
