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| 1 | A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series | 1 |
| 2 | A Multivariate Time Series Analysis of the Data Revision Process for Industrial Production and the Composite Leading Indicator | 45 |
| 3 | Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters | 76 |
| 4 | Ranking Competing Multi-Step Forecasts | 91 |
| 5 | The Pervasiveness of Granger Causality in Econometrics | 102 |
| 6 | A Class of Tests for Integration and Cointegration | 135 |
| 7 | Order Selection in Testing for the Cointegrating Rank of a VAR Process | 168 |
| 8 | Granger's Representation Theorem and Multicointegration | 200 |
| 9 | Dimensionality Effect in Cointegration Analysis | 212 |
| 10 | Testing DHSY as a Restricted Conditional Model of a Trivariate Seasonally Cointegrated System | 230 |
| 11 | A Unit Root Test in the Presence of Structural Changes in I(1) and I(0) Models | 256 |
| 12 | Investigating Inflation Transmission by Stages of Processing | 283 |
| 13 | Price Convergence in the Medium and Long Run: An I(2) Analysis of Six Price Indices | 301 |
| 14 | M-Testing Using Finite and Infinite Dimensional Parameter Estimators | 326 |
| 15 | Asymptotic Properties of Some Specification Tests in Linear Models with Integrated Processes | 366 |
| 16 | Residual Variance Estimates and Order Determination in Panels of Intercorrelated Autoregressive Time Series | 385 |
| 17 | Partial Pooling: A Possible Answer to "To Pool or Not To Pool" | 410 |
| 18 | A Simultaneous Binary Choice/Count Model with an Application to Credit Card Approvals | 429 |
| 19 | Statistical Properties of the Asymmetric Power ARCH Process | 462 |
| 20 | A Long-Run and Short-Run Component Model of Stock Return Volatility | 475 |
| Price | Condition | Delivery | Seller | Action |
| $151.28 | Digital |
| WonderClub |
Brian Williams
reviewed Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger on October 09, 2020
Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger
How full of himself is Michael Heller? Well, for starters, he names the central irony that underlies his book the "Heller Paradox" . . . The major problem with this book is that Heller spends far too much time placing him at the center of what is a novel but not very complicated idea, rather than elaborating with examples. More specifically, he doesn't elaborate with enough DIFFERENT examples. We hear about storefronts in Russia five times before he eventually devotes an entire chapter to the example, and by the time you reach the chapter, you already know what the conclusion is because the concept isn't difficult to grasp.
Indeed, Heller, like a latter-day Adam naming the animals, spends almost all of his time creating an entirely unnecessary new vocabulary that is just a little too winking and self-indulgent. I entered this book very prepared to jump on-board with the concept, but I found that the actual discussion wasn't much more enlightening than the description of the book on the inside flap. It was like going to a movie only to find out that not only are the best parts of the movie in the trailer, but the rest of it is completely annoying.
For all of Heller's pomp, there is no reason this should be a book rather than a 70, nay 60, page law review article. But hey, at least the cover is clever.
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Add Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger, This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit ro, Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger to the inventory that you are selling on WonderClubX
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Add Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger, This book is a collection of essays in honor of Clive Granger by some of the world's leading econometricians, all of whom have collaborated with or studied with Granger. It reflects central themes in Granger's work with attention to tests for unit ro, Cointegration, Causality, and Forecasting: A Festschrift in Honour of Clive W. J. Granger to your collection on WonderClub |