Sir Clive Granger
|Born||4 September 1934|
Swansea, Wales, U.K.
|Died||27 May 2009 (aged 74)|
|Institution||Erasmus University Rotterdam|
University of California, San Diego
University of Nottingham
|Alma mater||University of Nottingham|
John Denis Sargan
Autoregressive fractionally integrated moving average
|Awards||Nobel Memorial Prize in Economic Sciences (2003)|
|Information at IDEAS / RePEc|
Sir Clive William John Granger (//; 4 September 1934 – 27 May 2009) was a British econometrician known for his works to non-linear time series. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego.
References[change | change source]
- Teräsvirta, Timo (2017). "Sir Clive Granger s contributions to nonlinear time series and econometrics" (PDF). Cite journal requires
- "Two Professors, Collaborators in Econometrics, Win the Nobel". The New York Times. 9 October 2003.