Clive Granger
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Death | 14 years ago |
| Date of birth | September 4,1934 |
| Zodiac sign | Virgo |
| Born | Swansea |
| United Kingdom | |
| Date of died | May 27,2009 |
| Died | La Jolla |
| California | |
| United States | |
| Contributions | Cointegration |
| 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 |
| Contribut | Cointegration; Granger causality; Autoregressive fractionally integrated moving average |
| Field | Financial economics |
| H index | 117 |
| Nationality | British |
| 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. | |
| ID | 586473 |
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)
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)
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
