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|