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COMMENTS ON THE 20th ANNIVERSARY ISSUE OF ECONOMETRIC THEORY

Clive W. J. Granger

Econometric Theory, 2005, vol. 21, issue 01, pages 298-298

Abstract: Since the paper by David Hendry and me, which is at the center of this discussion, was written by us separately, I think it is worth recording how this paper started. David was attending the Allied Social Sciences Association meeting in San Diego in January 2004 and stayed with my wife and me. In preparing a talk I realized that over my career I had been fortunate enough to have about eighty coauthors, but I found that the list did not include David. As he had just discussed the use of PcGets as a research tool, I proposed a paper exploring the limits of such a tool. The paper was soon born, and, after the almost obligatory journal rejection, it was picked up by Peter Phillips and this special issue resulted.

Date: 2005

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