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Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger

Editor

Listed:
  • Engle, Robert F.
    (University of California, San Diego)

  • White (the late), Halbert
    (University of California, San Diego)

Abstract

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.

Suggested Citation

  • Engle, Robert F. & White (the late), Halbert (ed.), 1999. "Cointegration, Causality, and Forecasting: Festschrift in Honour of Clive W. J. Granger," OUP Catalogue, Oxford University Press, number 9780198296836.
    • Handle: RePEc:oxp:obooks:9780198296836
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