Cointegration, causality, and forecasting: a Festschrift in honour of Clive W. J. Granger
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Oxford
Oxford Univ. Press
1999
|
| Ausgabe: | 1. publ. |
| Schlagworte: | |
| Beschreibung: | VI, 497 S. Ill., graph. Darst. |
| ISBN: | 0198296835 |
Internformat
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| 245 | 1 | 0 | |a Cointegration, causality, and forecasting |b a Festschrift in honour of Clive W. J. Granger |c ed. by Robert F. Engle ... |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Oxford |b Oxford Univ. Press |c 1999 | |
| 300 | |a VI, 497 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 505 | 8 | |a Table of contents: 1. A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series / James H. Stock and Mark W. Watson -- 2. A multivariate time series analysis of the data revision process for industrial production and the composite leading indicator / Norman R. Swanson, Eric Ghysels, and Myles Callan -- 3. Evaluating density forecasts of inflation: the survey of professional forecasters / Francis X. Diebold, Anthony S. Tay, and Kenneth F. Wallis -- 4. Ranking competing multi-step forecasts / Paul Newbold, David I. Harvey, and Stephen J. Leybourne -- 5. The pervasiveness of Granger causality in econometrics / David F. Hendry and Grayham E. Mizon -- 6. A class of tests for integration and cointegration / James H. Stock -- 7. Order selection in testing for the cointegrating rank of a VAR process / Helmut Lütkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Søren Johansen -- 9. Dimensionali | |
| 505 | 8 | |a stheim -- 17. Partial pooling: a possible answer to "To pool or not to pool" / Farshid Vahid -- 18. A simultaneous binary choice/count model with an application to credit card approvals / Andrew A. Weiss -- 19. Statistical properties of the asymmetric power ARCH process / Changli He and Timo Teräsvirta -- 20. A long-run and short-run component model of stock return volatility / Robert F. Engle and Gary G.J. Lee | |
| 600 | 1 | 4 | |a Granger, C. W. J., (Clive William John), 1934- |
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| 650 | 4 | |a Econometric models | |
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| contents | Table of contents: 1. A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series / James H. Stock and Mark W. Watson -- 2. A multivariate time series analysis of the data revision process for industrial production and the composite leading indicator / Norman R. Swanson, Eric Ghysels, and Myles Callan -- 3. Evaluating density forecasts of inflation: the survey of professional forecasters / Francis X. Diebold, Anthony S. Tay, and Kenneth F. Wallis -- 4. Ranking competing multi-step forecasts / Paul Newbold, David I. Harvey, and Stephen J. Leybourne -- 5. The pervasiveness of Granger causality in econometrics / David F. Hendry and Grayham E. Mizon -- 6. A class of tests for integration and cointegration / James H. Stock -- 7. Order selection in testing for the cointegrating rank of a VAR process / Helmut Lütkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Søren Johansen -- 9. Dimensionali stheim -- 17. Partial pooling: a possible answer to "To pool or not to pool" / Farshid Vahid -- 18. A simultaneous binary choice/count model with an application to credit card approvals / Andrew A. Weiss -- 19. Statistical properties of the asymmetric power ARCH process / Changli He and Timo Teräsvirta -- 20. A long-run and short-run component model of stock return volatility / Robert F. Engle and Gary G.J. Lee |
| ctrlnum | (OCoLC)231868597 (DE-599)BVBBV012919826 |
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| dewey-ones | 330 - Economics |
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| dewey-sort | 3330 11 45195 221 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| indexdate | 2025-02-18T11:01:31Z |
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| isbn | 0198296835 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008794964 |
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| spelling | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger ed. by Robert F. Engle ... 1. publ. Oxford Oxford Univ. Press 1999 VI, 497 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Table of contents: 1. A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series / James H. Stock and Mark W. Watson -- 2. A multivariate time series analysis of the data revision process for industrial production and the composite leading indicator / Norman R. Swanson, Eric Ghysels, and Myles Callan -- 3. Evaluating density forecasts of inflation: the survey of professional forecasters / Francis X. Diebold, Anthony S. Tay, and Kenneth F. Wallis -- 4. Ranking competing multi-step forecasts / Paul Newbold, David I. Harvey, and Stephen J. Leybourne -- 5. The pervasiveness of Granger causality in econometrics / David F. Hendry and Grayham E. Mizon -- 6. A class of tests for integration and cointegration / James H. Stock -- 7. Order selection in testing for the cointegrating rank of a VAR process / Helmut Lütkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Søren Johansen -- 9. Dimensionali stheim -- 17. Partial pooling: a possible answer to "To pool or not to pool" / Farshid Vahid -- 18. A simultaneous binary choice/count model with an application to credit card approvals / Andrew A. Weiss -- 19. Statistical properties of the asymmetric power ARCH process / Changli He and Timo Teräsvirta -- 20. A long-run and short-run component model of stock return volatility / Robert F. Engle and Gary G.J. Lee Granger, C. W. J., (Clive William John), 1934- Ökonometrisches Modell Econometric models Cointegration Business forecasting -- Econometric models Econometrics Kausalanalyse (DE-588)4163511-5 gnd rswk-swf Ökonometrie (DE-588)4132280-0 gnd rswk-swf Kointegration (DE-588)4347470-6 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content (DE-588)4016928-5 Festschrift gnd-content Zeitreihenanalyse (DE-588)4067486-1 s DE-188 Kointegration (DE-588)4347470-6 s Ökonometrie (DE-588)4132280-0 s Kausalanalyse (DE-588)4163511-5 s Engle, Robert F. 1942- Sonstige (DE-588)128388528 oth Granger, C. W. J. 1934-2009 (DE-588)120941104 hnr |
| spellingShingle | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger Table of contents: 1. A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series / James H. Stock and Mark W. Watson -- 2. A multivariate time series analysis of the data revision process for industrial production and the composite leading indicator / Norman R. Swanson, Eric Ghysels, and Myles Callan -- 3. Evaluating density forecasts of inflation: the survey of professional forecasters / Francis X. Diebold, Anthony S. Tay, and Kenneth F. Wallis -- 4. Ranking competing multi-step forecasts / Paul Newbold, David I. Harvey, and Stephen J. Leybourne -- 5. The pervasiveness of Granger causality in econometrics / David F. Hendry and Grayham E. Mizon -- 6. A class of tests for integration and cointegration / James H. Stock -- 7. Order selection in testing for the cointegrating rank of a VAR process / Helmut Lütkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Søren Johansen -- 9. Dimensionali stheim -- 17. Partial pooling: a possible answer to "To pool or not to pool" / Farshid Vahid -- 18. A simultaneous binary choice/count model with an application to credit card approvals / Andrew A. Weiss -- 19. Statistical properties of the asymmetric power ARCH process / Changli He and Timo Teräsvirta -- 20. A long-run and short-run component model of stock return volatility / Robert F. Engle and Gary G.J. Lee Granger, C. W. J., (Clive William John), 1934- Ökonometrisches Modell Econometric models Cointegration Business forecasting -- Econometric models Econometrics Kausalanalyse (DE-588)4163511-5 gnd Ökonometrie (DE-588)4132280-0 gnd Kointegration (DE-588)4347470-6 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4163511-5 (DE-588)4132280-0 (DE-588)4347470-6 (DE-588)4067486-1 (DE-588)4143413-4 (DE-588)4016928-5 |
| title | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger |
| title_auth | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger |
| title_exact_search | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger |
| title_full | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger ed. by Robert F. Engle ... |
| title_fullStr | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger ed. by Robert F. Engle ... |
| title_full_unstemmed | Cointegration, causality, and forecasting a Festschrift in honour of Clive W. J. Granger ed. by Robert F. Engle ... |
| title_short | Cointegration, causality, and forecasting |
| title_sort | cointegration causality and forecasting a festschrift in honour of clive w j granger |
| title_sub | a Festschrift in honour of Clive W. J. Granger |
| topic | Granger, C. W. J., (Clive William John), 1934- Ökonometrisches Modell Econometric models Cointegration Business forecasting -- Econometric models Econometrics Kausalanalyse (DE-588)4163511-5 gnd Ökonometrie (DE-588)4132280-0 gnd Kointegration (DE-588)4347470-6 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | Granger, C. W. J., (Clive William John), 1934- Ökonometrisches Modell Econometric models Cointegration Business forecasting -- Econometric models Econometrics Kausalanalyse Ökonometrie Kointegration Zeitreihenanalyse Aufsatzsammlung Festschrift |
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