Sunday, May 31, 2009

Clive Granger

Clive Granger has died.

A very very cool guy. His most interesting project, to him, was always his next one.

(nod to NeanderBill, for the notice)


Anonymous said...

The NY Times piece does an absolute hatchet job to the concept of non-stationarity and cointegration and incorrectly asserts that Robert Engle was awarded the nobel prize for his work on cointegration. In fact, from Professor Engle's webpage:

"The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2003 for methods of analyzing economic time series with time-varying volatility (ARCH)."

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