Sir Clive W.J. Granger Memorial Special Issue on Econometrics: An Introduction

Authors

  • Jennifer L. Castle University of Oxford
  • David F. Hendry

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. 

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Published

2017-01-06

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

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