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Clive Granger

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Sir Clive Granger
Clive Granger by Olaf Storbeck.jpg
Clive Granger in 2008
Born(1934-09-04)4 September 1934
Swansea, Wales, U.K.
Died27 May 2009(2009-05-27) (aged 74)
NationalityUnited Kingdom
InstitutionErasmus University Rotterdam
University of California, San Diego
University of Nottingham
FieldFinancial economics
Econometrics
Alma materUniversity of Nottingham
Doctoral
advisor
Harry Pitt
Doctoral
students
Mark Watson
Tim Bollerslev
InfluencesDavid Hendry
Norbert Wiener
John Denis Sargan
Alok Bhargava
ContributionsCointegration
Granger causality
Autoregressive fractionally integrated moving average
AwardsNobel Memorial Prize in Economic Sciences (2003)
Information at IDEAS / RePEc

Sir Clive William John Granger (/ˈɡrnər/; 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.

In 2003, Granger was awarded the Nobel Prize in Economic Sciences.[2]

References[change | change source]

  1. Teräsvirta, Timo (2017). "Sir Clive Granger s contributions to nonlinear time series and econometrics" (PDF). Cite journal requires |journal= (help)
  2. "Two Professors, Collaborators in Econometrics, Win the Nobel". The New York Times. 9 October 2003.