Essays in Econometrics

This book, and its companion volume in the Econometric Society Monographs series (ESM No. 32), present a collection of papers by Clive W. J. Granger. His contributions to economics and econometrics,many of them seminal, span more than four decades and touch on all aspects of time series analysis. The papers assembled in this volume explore topics in causality, integration and cointegra- tion, and long memory. Those in the companion volume investigate themes in spectral analysis, seasonality, nonlinearity, methodology, and foreca sting. The two volumes contain the original articles as well as an introduction written by the editors. sting. The two volumes contain the original articles as well as an introduction written by the editors.