Clive Granger
Sir Clive William John Granger (/ˈɡreɪndʒər/; 4 September 1934 – 27 May 2009) was a British econometrician known for his works to non-linear time series.[1] He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego.
Sir Clive Granger | |
|---|---|
 Clive Granger in 2008 | |
| Born | 4 September 1934 Swansea, Wales, U.K. |
| Died | 27 May 2009 (aged 74) San Diego, California, U.S. |
| Nationality | United Kingdom |
| Institution | Erasmus University Rotterdam University of California, San Diego University of Nottingham |
| Field | Financial economics Econometrics |
| Alma mater | University of Nottingham |
| Doctoral students | Mark Watson Tim Bollerslev |
| Influences | David Hendry Norbert Wiener John Denis Sargan Alok Bhargava |
| Contributions | Cointegration Granger causality Autoregressive fractionally integrated moving average |
| Awards | Nobel Memorial Prize in Economic Sciences (2003) |
| Information at IDEAS / RePEc | |
In 2003, Granger was awarded the Nobel Prize in Economic Sciences.[2]
References
- ↑ Teräsvirta, Timo (2017). "Sir Clive Granger s contributions to nonlinear time series and econometrics" (PDF).
{{cite journal}}: Cite journal requires|journal=(help) - ↑ Two Professors, Collaborators in Econometrics, Win the Nobel. 9 October 2003. https://www.nytimes.com/2003/10/09/business/09ECON.html.