Clive Granger
Economist
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. Wikipedia
Born: September 4, 1934, Swansea, United Kingdom
Died: May 27, 2009 (age 74 years), La Jolla, CA
Education: University of Nottingham (1959)
Influenced by: Norbert Wiener, Alok Bhargava, David Forbes Hendry, and more
Contributions: Cointegration; Granger causality; Autoregressive fractionally integrated moving average
Books