Clive W. J. Granger
(Deceased since 20090527)
Names
first:  Clive 
middle:  W. J. 
last:  Granger 
Contact
homepage:  http://en.wikipedia.org/wiki/Clive_Granger 
Research profile
author of:

Aggregation of SpaceTime Processes
by Raffaella Giacomini & Clive W. J. Granger 
A Decision_Theoretic Approach to Forecast Evaluation.
by Granger, C. W. J. & Pesaran, H. 
Economic and Statistical Measures of Forecast Accuracy
by Granger, C. W. J. & Pesaran, M. H. 
Is Seasonal Adjustment a Linear or Nonlinear Data Filtering Process?
by Eric Ghysels & Clive W. J. Granger & Pierre L. Siklos 
Seasonal Adjustment and Volatility Dynamics
by Eric Ghysels & Clive W. J. Granger & Pierre L. Siklos 
Efficient Market Hypothesis and Forecasting
by Granger, Clive & Timmermann, Allan G. 
Hidden Cointegration
by Granger, Clive W. J. & Gawon Yoon 
A Dependence Metric for Nonlinear Time Series
by C. W. Granger & Esfandiar Maasoumi 
The algebra of I (1)
by Clive W. J. Granger & Jeffrey J. Hallman 
Comments on the evaluation of policy models
by Melinda Deutsch & Clive W. J. Granger 
Aggregation of time series variablesa survey
by Clive W. J. Granger 
Reasonable extreme bounds analysis
by Clive W. J. Granger & Harald F. Uhlig 
TREASURY BI;; YIELD CURVES AND COINTEGRATION.
by ANDERSON, H. M. & GRANGER, C. W. G. & HALL, A. D. 
Estimation of Common LongMemory Components in Cointegrated Systems.
by Gonzalo, J. & Granger, C. 
SEASONAL INTEGRATION AND COINTEGRATION
by HYLLERBERG, S. & ENGLE, R. F. & GRANGER, C. W. J. & YOO, B. S. 
Further Developments in the Study of Cointegrated Variables.
by Granger, C. W. J. & Swanson, N. 
SEASONAL, INTEGRATION AND COINTEGRATION.
by HYLLEBERG, S. & ENGLE, R. F. & GRANGER, C. W. J. & YOO, B. S. 
Impulse Response Functions Based on Causal Approach to Residual Orthogonalization in Vector Autoregressions.
by Swanson, N. R. & Granger, C. W. J. 
A simple nonlinear time series model with misleading linear properties
by Granger, Clive W. J. & Teräsvirta, Timo 
Common factors in conditional distributions
by Granger, Clive W. J. & Teräsvirta, Timo & Patton, Andrew J. 
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.
by Ghysels, E. & Granger, C. W. J. & Siklos, P. L. 
Is Seasonal Adjustment a Linear or Nonlinear Data Filtring Process.
by Ghysels, E. & Granger, C. W. J. & Siklos, P. L. 
A Review of Some Recent Textbooks of Econometrics.
by Granger, Clive W. J. 
Forecasting Volatility in Financial Markets: A Review
by SerHuang Poon & Clive W. J. Granger 
Testing for Common Features: Comment.
by Granger, Clive W. J. 
Estimation of Common LongMemory Components in Cointegrated Systems.
by Gonzalo, Jesus & Granger, Clive W. J. 
Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process?
by Ghysels, Eric & Granger, Clive W. J. & Siklos, Pierre L. 
Is Seasonal Adjustment a Linear or Nonlinear DataFiltering Process? Reply.
by Ghysels, Eric & Granger, Clive W. J. & Siklos, Pierre L. 
Real and Spurious LongMemory Properties of StockMarket Data: Comment.
by Granger, Clive W. J. 
UnitRoot Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates.
by Enders, Walter & Granger, Clive W. J. 
Issues Involved with the Seasonal Adjustment of Economic Time Series: Comment.
by Granger, Clive W. J. 
Forecasting Accuracy of Alternative Techniques: A Comparison of U.S. Macroeconomic Forecasts: Comment.
by Granger, C. W. J. 
Some Comments on Econometric Methodology.
by Granger, Clive W. J. 
Strategies for Modelling Nonlinear TimeSeries Relationships.
by Granger, Clive W. J. 
Developments in the Study of Cointegrated Economic Variables.
by Granger, Clive W. J. 
Long Memory Series with Attractors.
by Granger, Clive W. J. & Hallman, Jeffrey J. 
Future Developments in the Study of Cointegrated Variables.
by Granger, C. W. J. & Swanson, Norman 
Separation in Cointegrated Systems and PersistentTransitory Decompositions.
by Granger, Clive W. J. & Haldrup, Niels 
What Are We Learning about the LongRun?
by Granger, Clive W. J. 
On Modelling the Long Run in Applied Economics.
by Granger, Clive W. J. 
Investigating Causal Relations by Econometric Models and CrossSpectral Methods.
by Granger, C. W. J. 
NearerNormality and Some Econometric Models.
by Granger, C. W. J. 
Advertising and Aggregate Consumption: An Analysis of Causality.
by Ashley, R. & Granger, C. W. J. & Schmalensee, R. 
Cointegration and Error Correction: Representation, Estimation, and Testing.
by Engle, Robert F. & Granger, Clive W. J. 
Modelling Nonlinear Relationships between ExtendedMemory Variables.
by Granger, Clive W. J. 
Data mining with local model specification uncertainty: a discussion of Hoover and Perez
by CLIVE GRANGER & ALLAN TIMMERMANN 
Exchange rates and fundamentals  comments
by Clive W. J. Granger 
Interactions between large macro models and time series analysis
by Clive W. J. Granger & Yongil Jeon 
Can We Improve the Perceived Quality of Economic Forecasts?
by Granger, Clive W. J. 
Some comments on risk
by Clive W. J. Granger 
Investigation of Production, Sales and Inventory Relationships Using Multicointegration and Nonsymmetric Error Correction Models.
by Granger, C. W. J. & Lee, T. H. 
Using the Correlation Exponent to Decide whether an Economic Series is Chaotic.
by Liu, T. & Granger, C. W. J. & Heller, W. P. 
Outline of forecast theory using generalized cost functions
by Clive W. J. Granger 
Spurious regressions with stationary series
by Clive Granger & Namwon Hyung & Yongil Jeon 
A Cointegration Analysis of Treasury Bill Yields.
by Hall, Anthony D. & Anderson, Heather M. & Granger, Clive W. J. 
Common factors in conditional distributions for Bivariate time series
by Timo Terasvirta & Clive W. J. Granger & Andrew Patton 
An introduction to stochastic Unit Root Processes.
by Granger, E. J. & Swanson, N. R. 
An introduction to stochastic unitroot processes
by Granger, Clive W. J. & Swanson, Norman R. 
Forecasting stock market prices: Lessons for forecasters
by Granger, Clive W. J. 
Comparing the methodologies used by statisticians and economists for research and modeling5
by Granger, Clive W. J. 
A simple nonlinear time series model with misleading linear properties
by Granger, Clive W. J. & Terasvirta, Timo 
Systematic sampling, temporal aggregation, seasonal adjustment, and cointegration theory and evidence
by Granger, C. W. J. & Siklos, Pierre L. 
Fellow's opinion: Evaluating economic theory
by Granger, Clive W. J. 
A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu
by Granger, Clive W. J. & Huangb, BwoNung & Yang, ChinWei 
The combination of forecasts using changing weights
by Deutsch, Melinda & Granger, Clive W. J. & Terasvirta, Timo 
Comparing forecasts of inflation using time distance
by Granger, Clive W. J. & Jeon, Yongil 
Shorterun forecasts of electricity loads and peaks
by Ramanathan, Ramu & Engle, Robert & Granger, Clive W. J. & VahidAraghi, Farshid & Brace, Casey 
Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339349]
by Granger, Clive W. J. & Jeon, Yongil 
Modeling volatility persistence of speculative returns: A new approach
by Ding, Zhuanxin & Granger, Clive W. J. 
A long memory property of stock market returns and a new model
by Ding, Zhuanxin & Granger, Clive W. J. & Engle, Robert F. 
A timedistance criterion for evaluating forecasting models
by Granger, Clive W. J. & Jeon, Yongil 
Reasonable extremebounds analysis
by Granger, Clive W. J. & Uhlig, Harald F. 
Some generalizations on the algebra of I(1) processes
by Ermini, Luigi & Granger, Clive W. J. 
Nonlinear stochastic trends
by Granger, Clive W. J. & Inoue, Tomoo & Morin, Norman 
Comments on testing economic theories and the use of model selection criteria
by Granger, Clive W. J. & King, Maxwell L. & White, Halbert 
Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests
by Lee, TaeHwy & White, Halbert & Granger, Clive W. J. 
The Japanese consumption function
by Engle, R. F. & Granger, C. W. J. & Hylleberg, S. & Lee, H. S. 
Comments on the evaluation of policy models
by Granger, Clive W. J. & Deutsch, Melinda 
Varieties of long memory models
by Granger, Clive W. J. & Ding, Zhuanxin 
Seasonal integration and cointegration
by Hylleberg, S. & Engle, R. F. & Granger, C. W. J. & Yoo, B. S. 
Thick modeling
by Granger, Clive W. J. & Jeon, Yongil 
Aggregation of spacetime processes
by Giacomini, Raffaella & Granger, Clive W. J. 
Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
by Granger, Clive W. J. & Hyung, Namwon 
Efficient market hypothesis and forecasting
by Timmermann, Allan & Granger, Clive W. J. 
Causality: Some New Thoughts on an Old Topic
by Clive Granger 
Nonstationarities in stock returns
by Catalin Starica & Clive Granger 
Forecasting Performance of Information Criteria with Many Macro Series
by Clive Granger & Yongil Jeon 
Time Series Analysis, Cointegration, and Applications
by Clive W. J. Granger 
Modeling, Evaluation, and Methodology in the New Century
by Clive W. J. Granger 
Some Generalizations on the Algebra of I(1) Processes
by Luigi Ermini & Clive W. J. Granger 
Copycats and Common Swings: the Impact of the Use of Forecasts in Information Sets
by Giampiero M. Gallo & Clive W. J. Granger & Yongil Jeon 
Properties of nonlinear transformations of fractionally integrated processes
by Dittmann, Ingolf & Granger, Clive W. J. 
Some aspects of causal relationships
by Granger, Clive W. J. 
Macroeconometrics  Past and future
by Granger, Clive W. J. 
Evaluating significance: comments on "size matters"
by Elliott, Graham & Granger, Clive W. J. 
The Gold Sovereign Market in GreeceAn Unusual Speculative Market.
by Niarchos, N. A. & Granger, C. W. J. 
Implications of seeing economic variables through an aggregation window
by Granger, C. W. J. 
Some Consequences of the Valuation Model when Expectations Are Taken to Be Optimum Forecasts.
by Granger, Clive W. J. 
A Dependence Metric for Possibly Nonlinear Processes
by C. W. Granger & E. Maasoumi & J. Racine 
Introduction to mm processes
by Granger, Clive W. J. & Hyung, Namwon 
Time series and spectral methods in econometrics
by Granger, C. W. J. & Watson, Mark W.
edited by 
The past and future of empirical finance: some personal comments
by Granger, Clive W. J. 
Aspects of modelling nonlinear time series
by Terasvirta, Timo & Tjostheim, Dag & W. J. Granger, Clive
edited by 
Dynamics of Model Overfitting Measured in terms of Autoregressive Roots
by Clive W. J. Granger & Yongil Jeon 
Common factors in conditional distributions for bivariate time series
by Granger, Clive W. J. & Terasvirta, Timo & Patton, Andrew J. 
Residential load curves and timeofday pricing : An econometric analysis
by Granger, Clive W. J. & Engle, Robert & Ramanathan, Ramu & Andersen, Allan 
Some properties of time series data and their use in econometric model specification
by Granger, C. W. J. 
Combining competing forecasts of inflation using a bivariate arch model
by Engle, Robert F. & Granger, C. W. J. & Kraft, Dennis 
Long memory relationships and the aggregation of dynamic models
by Granger, C. W. J. 
Merging shortand longrun forecasts : An application of seasonal cointegration to monthly electricity sales forecasting
by Engle, R. F. & Granger, C. W. J. & Hallman, J. J. 
Experience with using the BoxCox transformation when forecasting economic time series
by Nelson, Harold Jr. & Granger, C. W. J. 
Causality, cointegration, and control
by Granger, C. W. J. 
Some recent development in a concept of causality
by Granger, C. W. J. 
Spurious regressions in econometrics
by Granger, C. W. J. & Newbold, P. 
Interval forecasting : An analysis based upon ARCHquantile estimators
by Granger, C. W. J. & White, Halbert & Kamstra, Mark 
The use of R2 to determine the appropriate transformation of regression variables
by Granger, C. W. J. & Newbold, P. 
Testing for causality : A personal viewpoint
by Granger, C. W. J. 
Nonstationarities in Stock Returns
by CÄƒtÄƒlin StÄƒricÄƒ & Clive Granger 
On the properties of forecasts used in optimal economic policy decisions
by Granger, C. W. J. 
Time series analysis of residuals from the St. Louis model
by Ashley, Richard A. & Granger, Clive W. J. 
Structural attribution of observed volatility clustering
by Granger, Clive W. J. & Machina, Mark J. 
Opening comments: Predictive methodology and application in economics and finance.: Presentation for the San Diego Conference, January, 2004
by Granger, Clive W. J. 
Systematic Sampling, Temporal Aggregation, Seasonal Adjustment, and Cointegration: Theory and Evidence
by Granger, C. W. J. & Siklos, P. L. 
Modeling Amazon Deforestation for Policy Purposes
by Clive W. J. Granger & Lykke E. Andersen 
Regime Sensitive Cointegration with an Application to Interest rate Parity.
by Siklos, P. L. & Granger, C. W. J. 
Time Series Concepts for Conditional Distributions*
by Clive W. J. Granger 
Forecastinglooking back and forward: Paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
by Granger, Clive W. J. 
Forecasting and Decision Theory
by Granger, Clive W. J. & Machina, Mark J.
edited by 
Longterm forecasting and evaluation
by Granger, Clive W. J. & Jeon, Yongil 
The effect of aggregation on nonlinearity
by Clive Granger & TaeHwy Lee 
Tendency towards normality of linear combinations of random variables
by C. Granger 
Evaluation of global models
by Granger, Clive W. J. & Jeon, Yongil 
Copycats and Common Swings: The Impact of the Use of Forecasts in Information Sets
by Giampiero M. Gallo & Clive W. J. Granger & Yongil Jeon 
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III
by Engle III, Robert F. & Granger, Clive W. J. 
Time Series Analysis, Cointegration, and Applications
by Granger, Clive W. J. 
Autobiography
by Granger, Clive W. J. 
Linking series generated at different frequencies This work is part of a PhD dissertation presented at the University of California, San Diego (1999).
by Namwon Hyung & Clive W. J. Granger 
REGIMESENSITIVE COINTEGRATION WITH AN APPLICATION TO INTERESTRATE PARITY
by SIKLOS, PIERRE L. & GRANGER, CLIVE W. J. 
A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
by Granger, Clive W. J. & Hendry, David F. 
Implications of Aggregation with Common Factors
by Granger, C. W. J. 
Some Comments on the Role of TimeSeries Analysis in Econometrics
by C. W. J. Granger
edited by 
Seasonality: Causation, Interpretation, and Implications
by Clive W. J. Granger
edited by 
Modeling Nonlinearity over the Business Cycle
by Clive W. Granger & Timo Terasvirta & Heather M. Anderson
edited by 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Fisheries Management Under Cyclical Population Dynamics
by Richard Carson & Clive Granger & Jeremy Jackson & Wolfram Schlenker 
THE RESEARCH INTERESTS OF PAUL NEWBOLD
by Granger, Clive W. J. & Leybourne, Stephen J. 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark W. 
Essays in Econometrics 2 Volume Paperback Set Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark 
The Dynamics of Deforestation and Economic Growth in the Brazilian Amazon
by Andersen, Lykke E. & Granger, Clive W. J. & Reis, Eustaquio J. & Weinhold, Diana & Wunder, Sven 
NonLinear Models: Where Do We Go Next  Time Varying Parameter Models?
by Granger Clive W. J. 
Essays in Econometrics 2 Volume Hardback Set Real AuthorName:Granger,Clive W. J.
edited by Ghysels, Eric & Swanson, Norman R. & Watson, Mark 
Comments on "Forecasting economic and financial variables with global VARs"
by Granger, Clive W. J. 
Judy Klein, Statistical Visions in Time: A History of Time Series Analysis, 1662â€“1938 (Cambridge, Cambridge University Press1997), pp.xix + 345. $64.95. ISBN 152142466.
by Granger, Clive W. J. 
Curriculum Vitae
by Clive W. J. Granger 
Stochastic Trends and ShortRun Relationships Between Financial Variables and Real Activity
by Toru Konishi & Valerie A. Ramey & Clive W. J. Granger 
Unit Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates
by Enders, Walter & Granger, C. W. J. 
The impact of the use of forecasts in information sets
by Gallo, Giampiero M. & Granger, Clive William John & Jeon, Yongil 
The Applied Economics journals: a personal reflection
by Clive Granger 
The Evolution of the Phillips Curve: A Modern Time Series Viewpoint
by CLIVE W. J. GRANGER & YONGIL JEON 
Consideration of Trends in Time Series
by White Halbert & Granger Clive W. J. 
On the invertibility of time series models
by Granger, C. W. J. & Andersen, Allan 
Modelling NonLinear Economic Relationships
by Granger, Clive W. J. & Terasvirta, Timo 
Some thoughts on the development of cointegration
by Granger, Clive W. J. 
Modelling Nonlinear Economic Time Series
by Terasvirta, Timo & Tjostheim, Dag & Granger, Clive W. J. 
FORECASTING BUSINESS CYCLES USING DEVIATIONS FROM LONGRUN ECONOMIC RELATIONSHIPS
by GRANGER, CLIVE W. J. & YAU, RUEY & FRANCIS, NEVILLE 
On Model Approximation for LongMemory Processes: A Cautionary Result
by Clive W. J. Granger 
The distributional properties of shocks to a fractional I(d) process having a marginal exponential distribution
by Clive Granger & Yongil Jeon 
Large returns, conditional correlation and portfolio diversification: a valueatrisk approach
by P. Silvapulle & C. W. J. Granger 
Model evaluation based on residual analysis of two similar models
by Clive Granger & Yongil Jeon 
Occasional Structural Breaks and Long Memory
by Granger, Clive W. J. & Hyung, Namwon 
SelfGenerating Variables in a Cointegrated VAR Framework
by Granger, Clive W. J. & YOON, GAWON 
A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu
by Granger, Clive W. J. & Huang, BwoNung & Yang, Chin W. 
StructurallyInduced Volatility Clustering
by Machina, Mark J. & Granger, Clive W. J. 
Properties of Nonlinear Transformations of Fractionally Integrated Processes
by Dittmann, Ingolf & Granger, Clive W. J. 
The Impact of the Use of Forecasts in Information Sets
by Gallo, Giampiero M. & Granger, Clive W. J. & Jeon, Yongil 
Modelling the Absolute Returns of Different Stock Indices: Exploring the Forecastability of an Alternative Measure of Risk
by Granger, Clive W. J. & Sin, Choryiu 
Hidden Cointegration
by Granger, Clive W. J. & YOON, GAWON 
Introduction to MM Processes
by Granger, Clive W. J. & Hyung, Namwon 
Spurious Regressions with Stationary Series
by Granger, Clive W. J. & Hyung, Namwon & Jeon, Yongil 
Common Factors in Conditional Distributions
by Granger, Clive W. J. & Teräsvirta, Timo & Patton, Andrew J. 
Time Series Analysis, Cointegration, and Applications
by Granger, Clive W. J. 
Aggregationn of SpaceTime Processes
by Giacomini, Raffaella & Granger, Clive W. J. 
Extracting Information from MegaPanels and HighFrequency Data
by Granger, Clive W. J. 
Fisheries Management Under Cyclical Population Dynamics
by Carson, Richard & GRANGER, CLIVE W. & Jackson, Jeremy & Schlenker, Wolfram 
Useful conclusions from surprising results
by Granger, Clive W. J. 
Occasional Structural Breaks and Long Memory
by Clive W. J. Granger & Namwon Hyung 
OVERVIEW OF NONLINEAR MACROECONOMETRIC EMPIRICAL MODELS
by Granger, Clive W. J. 
Properties of nonlinear transformations of fractionally integrated processes
by Dittmann, Ingolf & Granger, Clive W. J. 
A Fresh Look at Wheat Prices and Markets in the Eighteenth Century
by C. W. J. GRANGER & C. M. ELLIOTT 
Empirical Modeling in Economics
by Granger, Clive W. J. 
Empirical Modeling in Economics
by Granger, Clive W. J. 
Trends in unit energy consumption: The performance of enduse models
by Granger, Clive W. J. & ChungMing, Kuan & Matthew, Mattson & White, Halbert 
The billing cycle and weather variables in models of electricity sales
by Train, Kenneth & Ignelzi, Patrice & Engle, Robert & Granger, Clive & Ramanathan, Ramu 
Modeling Amazon deforestation for policy purposes: reconciling conservation priorities and human development
by Lykke Andersen & Clive Granger 
Cointegration and error correction: Representation, estimation, and testing
by Engle, Robert & Granger, Clive 
Spectral Analysis of the Term Structure of Interest Rates
by C. W. J. Granger & H. J. B. Rees 
Some Properties of Absolute Return: An Alternative Measure of Risk
by C. W. J. Granger & Zhuanxin Ding 
The correlogram of a long memory process plus a simple noise
by Marmol, Francesc & Granger, C. W. J. (Clive William John) 
Investigating the relationship between gold and silver prices
by Granger, C. W. J. (Clive William John) & Escribano, Álvaro 
What are we learning about the longrun?
by Granger, C. W. J. (Clive William John) 
Spurious Stochastics in a Short TimeSeries Panel Data
by Clive W. J. Granger & Namwon Hyung 
Introducing NonLinearity Into Cointegration
by Granger, Clive W. J. 
Forecasting Economic Time Series
by Granger, C. W. J. & Newbold, Paul
edited by Shell, Karl 
Forecasting in Business and Economics
by Granger, C. W. J. 
A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon
by Andersen, Lykke E. & Granger, Clive W. J. & Reis, Eustáquio J. 
Women’s Jobs and Marriage: BabyBoom versus BabyBust (Travail des Femmes et Mariage: du babyboom au babybust)
by GrossbardShechtman, Shoshana & Granger, Clive 
Management of supply chain: an alternative modelling technique for forecasting
by S. Datta & C. W. J. Granger & M. Barari & T. Gibbs 
Analysing qualitative data, by A. E. Maxwell, Methuen (1961), pp. 163, $3.00. QUEUES, by D. R. Cox and Walter L. Smith, Methuen (1961), pp. 180, $3.75
by C. W. J. Granger 
MODELS THAT GENERATE TRENDS
by C. W. J. Granger 
ACRONYMS IN TIME SERIES ANALYSIS (ATSA)
by C. W. J. Granger 
The mathematica theory of linear systems, by B. M. Brown. Automation and control engineering series, no. 1. J. Wiley & Sons, New York, 1961. pp. xv + 267
by C. W. J. Granger 
Statistical theory of communication, by Y. W. Lee. John Wiley and Sons, New York, 1960. pp. xviii + 510
by C. W. J. Granger 
NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
by C. W. J. Granger & Jeff Hallman 
Multidimensional Gaussian distributions, by K. S. Miller, published by John Wiley and Sons, New York, 1964, viii + 129 pages, $9.50. The SIAM series in Applied Mathematics
by C. W. J. Granger 
POWER OF THE NEURAL NETWORK LINEARITY TEST
by Timo Teräsvirta & Chien‐Fu Lin & Clive W. J. Granger 
USING THE MUTUAL INFORMATION COEFFICIENT TO IDENTIFY LAGS IN NONLINEAR MODELS
by Clive Granger & Jin‐Lung Lin 
Extracting information from mega‐panels and high‐frequency data
by C. W. J. Granger 
On the Price Consciousness of Consumers
by Andre Gabor & C. W. J. Granger 
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
by C. W. J. Granger & Roselyne Joyeux
editor of:

Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann 
Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann 
Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann 
LongRun Economic Relationships: Readings in Cointegration
edited by Engle, R. F. & Granger, C. W. J. 
Modelling Economic Series: Readings in Econometric Methodology
edited by Granger, C. W. J. 
Handbook of Economic Forecasting
edited by G. Elliott & C. Granger & A. Timmermann