Clive Granger

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Sir Clive William John Granger (d. 4 Eylül, 1934) Galli ekonomist ve Kaliforniya Üniversitesi'nde emekli Profesör. 2003 Nobel ekonomi ödülünü Robert F. Engle ile paylaştı.

[değiştir] Çalışmaları

• Granger, C. W. J. (1966). "The typical spectral shape of an economic variable". Econometrica 34: 150-161. 
• Granger, C. W. J. (1969). "Investigating causal relations by econometric models and cross-spectral methods". Econometrica 37: 424—438. 
• Granger, C. W. J. and Bates, J. (1969). "The combination of forecasts". Operations Research Quarterly 20: 451—468. 

Granger, C. W. J. and Hatanaka, M. (1964). Spectral Analysis of Economic Time Series. Princeton University Press, Princeton, NJ. ISBN 0-691-04177-6. 

• Granger, C. W. J. and Joyeux, R. (1980). "An introduction to long-memory time series models and fractional differencing". Journal of Time Series Analysis 1: 15—30. 
• Granger, C. W. J. and Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics 2: 111—120. 

Granger, C. W. J. and Newbold, P. (1977). Forecasting Economic Time Series. Academic Press; second edition: 1986. 

• Engle, R. F. and Granger, C. W. J. (1987). "Co-integration and error-correction: Representation, estimation and testing". Econometrica 55: 251—276. 

[değiştir] Notlar & referanslar

[değiştir] Dış bağlantılar

• (İngilizce) Home page on UCSD website
• (İngilizce)Winner page on the official Nobel Foundation website