Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction
Keywords:
Clive Granger, Granger causality, forecasting, cointegration, fractional integration, non-linearity, model selection.Abstract
Clive W.J. Granger made many fundamental contributions to econometrics and was awarded the Sveriges Riksbank Prize in Economic Science in Memory of Alfred Nobel in 2003 for developing cointegration. This Special Issue reviews his contributions to Granger causality, forecasting, cointegration, fractional integration, non-linearity and model selection.Â
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Published
2017-01-06
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Econometrics and Statistics
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How to Cite
Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction. (2017). European Journal of Pure and Applied Mathematics, 10(1), 1-11. https://www.ejpam.com/index.php/ejpam/article/view/2946