國立高雄大學圖資館 |

語系: 繁體中文

說明(常見問題)

圖資館首頁

登入

回首頁 到查詢結果 [ subject:"Business forecasting" ]

切換: 標籤 | MARC模式 | ISBD

Cointegration, causality, and foreca...

Engle, R. F.

Cointegration, causality, and forecasting :a festschrift in honour of Clive W.J. Granger /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Cointegration, causality, and forecasting :edited by Robert F. Engle and Halbert White.
其他題名:	a festschrift in honour of Clive W.J. Granger /
其他作者:	White, Halbert.
出版者:	New York :Oxford University Press,c1999.
面頁冊數:	vi, 497 p. :ill., 1 port. ;24 cm.
標題:	Econometric models.
ISBN:	0198296835 :

Cointegration, causality, and forecasting :a festschrift in honour of Clive W.J. Granger /
Cointegration, causality, and forecasting :a festschrift in honour of Clive W.J. Granger /edited by Robert F. Engle and Halbert White. - New York :Oxford University Press,c1999. - vi, 497 p. :ill., 1 port. ;24 cm.

Includes bibliographical references.

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 L�tkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Sren Johansen -- 9. Dimensionality effect in cointegration analysis / Jes�s Gonzalo and Jean-Yves Pitarakis -- 10. Testing DHSY as a restricted conditional model of a trivariate seasonally cointegrated system / Luigi Ermini -- 11. A unit root test in the presence of structural changes in I(1) and I(0) models / Michio Hatanaka and Kazuo Yamada -- 12. Investigating inflation transmission by stages of processing / Tae-Hwy Lee and Stuart Scott -- 13. Price convergence in the medium and long run: an I(2) analysis of six price indices / Katarina Juselius -- 14. M-testing using finite and infinite dimensional parameter estimators / Halbert White and Yongmiao Hong -- 15. Asymptotic properties of some specification tests in linear models with integrated processes / Jeffrey M. Wooldridge -- 16. Residual variance estimates and order determination in panels of intercorrelated autoregressive time series / Vidar Hjellvik and Dag Tjstheim -- 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 Tersvirta -- 20. A long-run and short-run component model of stock return volatility / Robert F. Engle and Gary G.J. Lee.

ISBN: 0198296835 :NT$2315

LCCN: 00269214

Nat. Bib. No.: GB99-W5346Subjects--Topical Terms:

183244
Econometric models.

LC Class. No.: HB141 / C679 1999

Dewey Class. No.: 330/.01/5195

Cointegration, causality, and forecasting :a festschrift in honour of Clive W.J. Granger /
LDR:02980nam 2200205 a 450 001 152960
005 19971220115520.0
008 090528s1999 enkac 010 0 eng d
010 $a 00269214
015 $a GB99-W5346
020 $a 0198296835 : $c NT$2315
035 $a 00067379
040 $a UKM $c UKM $d ABC $d DLC $d EMU $d MIA
042 $a lccopycat
050 0 0 $a HB141 $b C679 1999
082 0 0 $2 21 $a 330/.01/5195
245 0 0 $a Cointegration, causality, and forecasting : $b a festschrift in honour of Clive W.J. Granger / $c edited by Robert F. Engle and Halbert White.
260 $a New York : $a Oxford ; $c c1999. $b Oxford University Press,
300 $a vi, 497 p. : $b ill., 1 port. ; $c 24 cm.
504 $a Includes bibliographical references.
505 0 $a 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 L�tkepohl and Pentti Saikkonen -- 8. Granger's representation theorem and multicointegration / Tom Engsted and Sren Johansen -- 9. Dimensionality effect in cointegration analysis / Jes�s Gonzalo and Jean-Yves Pitarakis -- 10. Testing DHSY as a restricted conditional model of a trivariate seasonally cointegrated system / Luigi Ermini -- 11. A unit root test in the presence of structural changes in I(1) and I(0) models / Michio Hatanaka and Kazuo Yamada -- 12. Investigating inflation transmission by stages of processing / Tae-Hwy Lee and Stuart Scott -- 13. Price convergence in the medium and long run: an I(2) analysis of six price indices / Katarina Juselius -- 14. M-testing using finite and infinite dimensional parameter estimators / Halbert White and Yongmiao Hong -- 15. Asymptotic properties of some specification tests in linear models with integrated processes / Jeffrey M. Wooldridge -- 16. Residual variance estimates and order determination in panels of intercorrelated autoregressive time series / Vidar Hjellvik and Dag Tjstheim -- 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 Tersvirta -- 20. A long-run and short-run component model of stock return volatility / Robert F. Engle and Gary G.J. Lee.
650 $a Econometric models. $3 183244
650 $a Cointegration. $3 183608
650 $a Business forecasting $x Econometric models. $3 207934
650 $a Econometrics. $3 182271
700 $a White, Halbert. $3 207932
700 $a Engle, R. F. $q (Robert F.) $3 400520
700 $a Granger, C. W. J. $q (Clive William John), $d 1934- $3 435625