Cointegration, causality, and forecasting :

Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger / edited by Robert F. Engle and Halbert White. - Oxford ; New York : Oxford University Press, 2007. - vi, 497 p. : ill. ; 24 cm.

Reprint of the 1999 ed.

Includes bibliographical references.

0198296835 9780198296836


Granger, C. W. J. 1934-2009.


Econometric models.
Cointegration.
Business forecasting--Econometric models.
Econometrics.





--Reading book

330.015195 / COI