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

[1] D. N. Adams. The Salmon of Doubt. MacMillan, London, 2002.
[2] L. E. Andersen, C. W. J. Granger, E. J. Reis, D. Weinhold, and S. Wunder, editors. The dynamics of deforestation and economic development in the Brazilian Amazon. Cambridge University Press, Cambridge, 2002.
REFERENCES 9
[3] J. M. Bates and C. W. J. Granger. The combination of forecasts. Operations Research Quarterly, 20:451-468, 1969. Reprinted in T.C. Mills (ed.), Economic Forecasting.
Edward Elgar, 1999.
[4] I. Dittmann and C. W. J. Granger. Properties of nonlinear transformations of frac¬tionally integrated processes. Journal ofEconometrics, 110:113-133, 2002.
[5] R. F. Engle. Autoregressive conditional heteroscedasticity, with estimates of the variance of United Kingdom inflation. Econometrica, 50:987-1007, 1982.
[6] R. F. Engle and C. W. J. Granger. Cointegration and error correction: Representa¬tion, estimation and testing. Econometrica, 55:251-276, 1987.
[7] R. F. Engle and H. White, editors. Cointegration, Causality and Forecasting. Oxford University Press, Oxford, 1999.
[8] A. Gabor and C.W.J. Granger. Pricing, principles and practices. Heinemann Edu¬cational, London, 1977.
[9] E. Ghysels, N. R. Swanson, and M. W. Watson, editors. Essays in Econometrics. Collected Papers of Clive W.J. Granger. 2 Volumes. Cambridge University Press,
Cambridge, 2001.
[10] C. W. J. Granger. Spectral Analysis ofEconomic Time Series. Princeton University Press, Princeton, 1964. In association with M. Hatanaka.
[11] C. W. J. Granger. The typical spectral shape of an economic variable. Econometrica, 34:150-161, 1966.
[12] C. W. J. Granger. Investigating causal relations by econometric models and cross-spectral methods. Econometrica, 37:424-438, 1969.
[13] C. W. J. Granger. Trading in Commodities. Woodhead-Faulkner, Cambridge, 1975.
[14] C. W. J. Granger. Developments in the study of cointegrated economic variables. Oxford Bulletin ofEconomics and Statistics, 48:213-228, 1986.
[15] C. W. J. Granger. Strategies for modelling nonlinear time series relationships. Eco¬nomic Record, 60:233-238, 1993.
[16] C. W. J. Granger. Introducing nonlinearity into cointegration. Revista de Econome-
tria, 16:25-36, 1996.
[17] C. W. J. Granger. Empirical Modeling in Economics: Specification and Evaluation. Cambridge University Press, Cambridge, 1999.
[18] C. W. J. Granger. Non-linear models: Where do we go next-time varying parameter models? Studies in Nonlinear Dynamics and Econometrics, 12:Article 1, 2008.
REFERENCES 10
[19] C. W. J. Granger and A. P. Andersen. Introduction to Bilinear Time Series Models. Vandenhoeck & Ruprecht, Göttingen, 1978.
[20] C. W. J. Granger and D. F. Hendry. A dialogue concerning a new instrument for econometric modeling. Econometric Theory, 21:278-297, 2005.
[21] C. W. J. Granger and Y. Jeon. Thick modeling. Economic Modelling, 21:323-343,
2004.
[22] C. W. J. Granger and R. Joyeux. An introduction to long memory time series models and fractional differencing. Journal of Time Series Analysis, 1:15-30, 1980.
[23] C. W. J. Granger, M. L. King, and H. White. Comments on testing economic theories and the use of model selection criteria. Econometrics Journal, 67:173-187, 1995.
[24] C. W. J. Granger and H. S. Lee. An introduction to time-varying parameter cointegra-tion. in Hackl, P. and Westlund, A.H. (eds), Economic Structural Change, Analysis and Forecasting, Springer-Verlag, Berlin pages 138-157. 1991.
[25] C. W. J. Granger and O. Morgenstern. Spectral analysis of New York stock market prices. Kyklos, 16:1-27, 1963. Reprinted in The Random Character ofStock Market
Prices, P.H. Cootner (ed.), M.I.T. Press, 1964.
[26] C. W. J. Granger and P. Newbold. The time series approach to econometric model building. In Sims [41], pages 7-21.
[27] C. W. J. Granger and T. Teröasvirta. Modelling Nonlinear Economic Relationships. Oxford University Press, Oxford, 1993.
[28] T. Haavelmo. The probability approach in econometrics. Econometrica, 12:1-118, 1944. Supplement.
[29] D. F. Hendry. On the time series approach to econometric model building. In Sims
[41], pages 183-202.
[30] D. F. Hendry. Econometric modelling: The consumption function in retrospect. Scottish Journal ofPolitical Economy, 30:193-220, 1983.
[31] D. F. Hendry. The Nobel Memorial Prize for Clive W.J. Granger. Scandinavian
Journal ofEconomics, 106:187-213, 2004.
[32] D. F. Hendry and T. Teröasvirta. Sir Clive William John Granger 1934-2009. Bio¬graphical Memoirs of Fellows of the British Academy, XII:451-469, 2013.
[33] D. Hume. An Enquiry Concerning Human Understanding, (1927 edn). Open Court Publishing Co, Chicago, 1758.
[34] W. S. Jevons. Investigations in Currency and Finance. Macmillan, London, 1884.