Essays in Econometrics

Essays in Econometrics

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These are econometrician Clive W. J. Granger's major essays in causality, integration, cointegration, and long memory.However, we think the riskiness of basing conclusions about causality entirely on within-sample performance is reasonably clear. Since the basic definition of causality is a statement about forecasting ability, it follows that tests focusing directlyanbsp;...

Title:Essays in Econometrics
Author:Clive W. J. Granger, Eric Ghysels, Norman R. Swanson, Mark W. Watson
Publisher:Cambridge University Press - 2001-07-23


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