Clive Granger
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 advisor | Harry Pitt |
| 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 | |
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.
In 2003, Granger was awarded the Nobel Prize in Economic Sciences.[2]
References
[change | change source]- ↑ 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". The New York Times. 9 October 2003.
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