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Castle, J. L. and Shephard, N.: The methodology and practice of econometrics

XII, 450 pp. Oxford University Press, Oxford, New York 2009. Hardcover £ 50.00

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References

  • Engle RF (2009) Anticipating correlations. Princeton University Press, Princeton

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  • Gallo GM, Granger CWJ, Jeon Y (2002) Copycats and common swings: the impact of the use of forecasts in information sets. IMF Staff Papers 49: 4–21

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Authors and Affiliations

  1. Dipartimento di Statistica “G.Parenti” Università di Firenze, Florence, Italy

    Giampiero M. Gallo

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  1. Giampiero M. Gallo
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Correspondence to Giampiero M. Gallo.

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Gallo, G.M. Castle, J. L. and Shephard, N.: The methodology and practice of econometrics. J Econ 101, 99–101 (2010). https://doi.org/10.1007/s00712-010-0138-z

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  • DOI: https://doi.org/10.1007/s00712-010-0138-z

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