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Granger, Clive William John
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Clive Granger
Sir Clive William John Granger
(; 4 September 1934 – 27 May 2009) 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
. Granger was awarded the
Nobel Memorial Prize in Economic Sciences
in 2003 in recognition of the contributions that he and his co-winner,
Robert F. Engle
, had made to the analysis of time series data. This work fundamentally changed the way in which economists analyse financial and macroeconomic data.
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Handbook of economic forecasting
by
Elliott, Graham
Published 2006
Elsevier North-Holland
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