Essays in Econometrics: Collected Papers of Clive W. J. Granger (Vols. 1 and 2).*.(Telegraphic Reviews)(Brief Article)(Book Review) From: Journal of the American Statistical Association | Date: March 1, 2004| Author: | COPYRIGHT 2004 American Statistical Association. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan.  All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information) Copyright information

Essays in Econometrics: Collected Papers of Clive W. J. Granger (Vols. 1 and 2).*

Eric GHYSELS, Norman R. SWANSON, and Mark W. WATSON (Eds.). New York: Cambridge University Press, 2001. Vol. 1: ISBN 0-521-77297-4. xix + 523 pp. $110.00 (H); ISBN 0-521-77496-9. $40.00 (P). Vol. 2: ISBN 0-521-79207-x. xviii + 378 pp. $100.00 (H); ISBN: 0-521-79649-0. $38.00 (P).

These two volumes present a collection of articles by Clive W. J. Granger, no doubt one of the leading econometricians of our time. Nearly all important modern fields of econometrics are touched upon: Professor ...

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