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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 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.

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Book Details

ISBN: 9780198296836
ISBN-10: 0198296835
Format: Hardback
(242mm x 163mm x 31mm)
Pages: 504
Imprint: Oxford University Press
Publisher: Oxford University Press
Publish Date: 7-Oct-1999
Country of Publication: United Kingdom

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Author Biography - Robert F. Engle

Robert Engle holds the Chancellor's Associates Chair in Economics at the University of California, San Diego. Previously Assistant Professor at Massachusetts Institute of Technology (MIT), He is a fellow of both the American Academy of Arts and Sciences and the Econometric Society. Halbert White (the late) was formerly Professor of Economics at the University of California, San Diego (UCSD) and was a member of UCSDs Institute for Neural Computation.

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