Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction

The annals issue of Journal of Econometrics collected papers presented at a conference held at the University of Nottingham from May 24 25, 2010. The conference, run jointly by the Granger Center for Time Series Econometrics and the Department of Economics at UCSD, was held as a memorial event to celebrate the life, career and legacy of Sir Clive Granger after his death in 2009. A small number of additional papers were also invited from highly respected researchers with links to Clive and who were unable to attend the conference. Participants included present and former colleagues of Clive, a number of his Ph.D. students and co-authors, along with other researchers who were interested to join in the celebration of Clive's life and legacy. Twenty-six papers were presented at the conference, 17 of which were in poster sessions and nine in key-note invited sessions.