Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger / edited by Robert F. Engle and Halbert White.

• Material Type: 図書
• ISBN: 0198296835
• Title: Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger / edited by Robert F. Engle and Halbert White.
• Author Heading: White, Halbert.; Engle, R. F. (Robert F.); Granger, Clive William John, 1934-2009 ( 00467445 )Authorities
• Publication, Distribution, etc.: Oxford : Oxford University Press; Tokyo : Oxford University Press
• Publication Date: 1999.
• Publication Date (W3CDTF): 1999
• Extent: vi, 497 p. : ill., port. ; 24 cm.
• Place of Publication (Country Code): GB
• Text Language Code: eng
• Subject Heading: Granger, C. W. J. (Clive William John) , 1934-; Econometric models.; Cointegration.; Business forecasting -- Econometric models.; Econometrics.
• LCC: HB141
• DDC: 330/.01/5195
• NDLC: DA39
• Note (Bibliography): Includes bibliographical references.
• Holding library: 国立国会図書館
• Call No.: DA39-B5
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000007447570; http://id.ndl.go.jp/bib/000007447570
• LC Control Number: 00269214; https://lccn.loc.gov/00269214
• RLIN No.: DCLC00269214-B
• Cataloging Rule: Anglo-American Cataloging Rules
• Bibliographic Record Category (NDL): 211

• Contents: 1. A comparison of linear and nonlinear univariate models for forecasting macroeconomic time series / James H. Stock and Mark W. Watson2. A multivaria...