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)

2 comments:

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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