Empirical modeling in economics : specification and evaluation / Clive W.J. Granger.

Clive W.J. Granger is widely regarded as one of the greatest living social scientists. In this book, designed for scholars, researchers and senior undergraduates, he considers the process of constructing and evaluating an empirical model. Using case-studies from the arts and social sciences he provi...

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Bibliographic Details
Online Access: Full Text (via Cambridge)
Main Author: Granger, C. W. J. (Clive William John), 1934-2009
Format: Electronic eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 1999.
Subjects:
Table of Contents:
  • Cover; Half-title; Title; Copyright; Contents; Foreword; Acknowledgments; CHAPTER ONE The specification of empirical models; CHAPTER TWO The evaluation of empirical models; CHAPTER THREE Comments on the evaluation of econometric models and of forecasts; Index.