OPAC

検索結果一覧に戻る

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

データ種別	図書
出版情報	Oxford ; New York : Oxford University Press , 1999
本文言語	英語
大きさ	vi, 497 p. : ill., 1 port. ; 24 cm

所蔵情報を非表示

配架場所	請求記号	巻　次	ISBN	資料番号	資料状態	利用注記	コメント	予約・取寄	申込書	仮想書架
書庫5階	HB:141:C619:1999		0198296835	003124794				予約・取寄		仮想書架	予約・取寄		仮想書架

書誌詳細を非表示

内容注記	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. Dimensionality effect in cointegration analysis / Jesús G
一般注記	Includes bibliographical references
著者標目	White, Halbert Engle, R. F. (Robert F) Granger, C. W. J. (Clive William John), 1934-
件　名	LCSH:Econometric models LCSH:Cointegration LCSH:Business forecasting -- Econometric models 全ての件名で検索 LCSH:Econometrics LCSH:Granger, C. W. J. (Clive William John), 1934- FREE:Econometrics
分　類	LCC:HB141
巻冊次	ISBN:0198296835
ISBN	0198296835

目次／あらすじ