Clive Granger

Clive Granger
Vikipedi, özgür ansiklopedi

Sir Clive William John Granger (d. 4 Eylül 1934 Swansea, Galler, Birleşik Krallık - ö. 27 Mayıs 2009, San Diego, California , ABD ) Galli ekonomist ve Nottingham Üniversitesi ve Kaliforniya Üniversitesi'nde emekli profesör. 2003 Nobel Ekonomi Ödülü'nü Robert F. Engle ile paylaştı.

Önemli yayımları

• 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. ve Bates, J. (1969). "The combination of forecasts". Operations Research Quarterly 20: 451—468.
• Granger, C. W. J. ve Hatanaka, M. (1964). Spectral Analysis of Economic Time Series. Princeton University Press, Princeton, NJ. ISBN 0-691-04177-6.
• Granger, C. W. J. ve 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. ve Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics 2: 111—120.
• Granger, C. W. J. ve Newbold, P. (1977). Forecasting Economic Time Series. Academic Press; second edition: 1986.
• Engle, R. F. ve Granger, C. W. J. (1987). "Co-integration and error-correction: Representation, estimation and testing". Econometrica 55: 251—276.