Clive Granger
British economist
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 | |
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![]() Clive Granger in 2008 | |
Born | Swansea, Wales, U.K. | 4 September 1934
Died | 27 May 2009 San Diego, California, U.S. | (aged 74)
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 |
In 2003, Granger was awarded the Nobel Prize in Economic Sciences.[2]
References
change- ↑ Teräsvirta, Timo (2017). "Sir Clive Granger s contributions to nonlinear time series and econometrics" (PDF).
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(help) - ↑ "Two Professors, Collaborators in Econometrics, Win the Nobel". The New York Times. 9 October 2003.