Clive Granger photograph

Clive Granger

Use attributes for filter !
Gender Male
Death15 years ago
Date of birth September 4,1934
Zodiac sign Virgo
Born Swansea
United Kingdom
Date of died May 27,2009
DiedLa Jolla
California
United States
ContributionsCointegration
Granger causality
Autoregressive fractionally integrated moving average
Influenced by David Forbes Hendry
Denis Sargan
Norbert Wiener
Job Professor
Economist
Awards Guggenheim Fellowship for Social Sciences, US & Canada
Nobel Memorial Prize in Economic Sciences
Education University of Nottingham
ContributCointegration; Granger causality; Autoregressive fractionally integrated moving average
Field Financial economics
H index 117
NationalityBritish
Publications scholar.google.com
Influence Norbert Wiener
Alok Bhargava
David Forbes Hendry
Katarina Juselius
Denis Sargan
Doctor student Mark Watson
Tim Bollerslev
Date of Reg.
Date of Upd.
ID586473

Forecasting economic time series
Essays in Econometrics
Modelling nonlinear economic relationships
Spectral analysis of economic time series
Empirical Modelling in Economics: Specification and Evaluation
Forecasting in Business and Economics
Modelling Nonlinear Economic Time Series
Modelling Economic Series: Readings in Econometric Methodology
Spectral Analysis of Economic Time Series. (PSME-1)
Is Seasonal Adjustment a Linear Or Nonlinear Data Filtering Process?
Strategies for Modelling Nonlinear Time Series Relationships
An introduction to bilinear time series models
Comments on Testing Economic Theories and the Use of Model Selection Criteria
Trading in commodities
Essays in Econometrics: Volume 2, Causality, Integration and Cointegration, and Long Memory: Collected Papers of Clive W. J. Granger
Statistical forecasting of economic series
Forecasting Input-output Tables Using Matrix Time Series Analysis
Pricing, Principles and Practices
Treasury Bill Yield Curves and Cointegration
Getting Started in London Commodities
Spectral Analysis of Economic Time Series. (1963)
Send edit request

Clive Granger Life story


Sir Clive William John Granger was a British econometrician known for his contributions to nonlinear time series analysis. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego.

Clive Granger Photos

Related Persons

Next Profile ❯