Format:
VI, 497 S. : Ill., graph. Darst.
Edition:
1. publ.
ISBN:
0-19-829683-5
Note:
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
Language:
English
Subjects:
Economics
Keywords:
Zeitreihenanalyse
;
Kointegration
;
Ökonometrie
;
Kausalanalyse
;
Aufsatzsammlung
;
Festschrift
;
Aufsatzsammlung
;
Festschrift
;
Aufsatzsammlung
;
Festschrift
Author information:
Granger, C. W. J. 1934-2009
