Clive Granger

Clive Granger (2008)

Sir Clive William John Granger (/ˈɡreɪndʒər/; 4 September 1934 - 27 Mei 2009) ialah ahli ekonometrik British dikenali kerana sumbangannya kepada siri masa bukan linear.[1] Beliau mengajar di Britain, di Universiti Nottingham dan di Amerika Syarikat, di Universiti California, San Diego. Pada tahun 2003, Granger telah dianugerahkan Hadiah Peringatan Nobel dalam Sains Ekonomi, sebagai pengiktirafan terhadap sumbangan yang dimiliki beliau dan pemenangnya, Robert F. Engle, untuk menganalisis data siri masa. Kerja ini secara asasnya mengubah cara ekonomi menganalisis data kewangan dan makroekonomi. Sir Clive Granger sering merujuk kepada waktunya di HPH Claymore yang mana beliau mengaku sebagai salah satu sumber utama inspirasi, pengetahuan dan keberaniannya.[2]

Penerbitan

  • Granger, C. W. J. (1966). "The typical spectral shape of an economic variable". Econometrica. 34 (1): 150–161. doi:10.2307/1909859. JSTOR 1909859.
  • Granger, C. W. J. (1969). "Investigating causal relations by econometric models and cross-spectral methods". Econometrica. 37 (3): 424–438. doi:10.2307/1912791. JSTOR 1912791.
  • Granger, C. W. J.; Bates, J. (1969). "The combination of forecasts". Journal of the Operational Research Society. 20 (4): 451–468. doi:10.1057/jors.1969.103.
  • Granger, C. W. J.; Hatanaka, M. (1964). Spectral Analysis of Economic Time Series. Princeton, NJ: Princeton University Press. ISBN 978-0-691-04177-3. Granger, C. W. J.; Hatanaka, M. (1964). Spectral Analysis of Economic Time Series. Princeton, NJ: Princeton University Press. ISBN 978-0-691-04177-3. Granger, C. W. J.; Hatanaka, M. (1964). Spectral Analysis of Economic Time Series. Princeton, NJ: Princeton University Press. ISBN 978-0-691-04177-3.
  • Morgenstern, Oskar; Granger, Clive W. J. (1970). Predictability of stock market prices. Lexington, Massachusetts: Lexington Books (D. C. Heath and Company). m/s. xxiii+303.
  • Granger, C. W. J.; Joyeux, R. (1980). "An introduction to long-memory time series models and fractional differencing". Journal of Time Series Analysis. 1: 15–30. doi:10.1111/j.1467-9892.1980.tb00297.x.
  • Granger, C. W. J.; Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics. 2 (2): 111–120. CiteSeerX 10.1.1.353.2946. doi:10.1016/0304-4076(74)90034-7.
  • Granger, C. W. J.; Newbold, P. (1977). Forecasting Economic Time Series. Academic Press.
  • Engle, Robert F.; Granger, C. W. J. (1987). "Co-Integration and Error Correction: Representation, Estimation, and Testing". Econometrica. 55 (2): 251–276. doi:10.2307/1913236. JSTOR 1913236.

Rujukan

  1. ^ Teräsvirta, Timo (2017). "Sir Clive Granger s contributions to nonlinear time series and econometrics" (PDF). Cite journal requires |journal= (bantuan)
  2. ^ "Two Professors, Collaborators in Econometrics, Win the Nobel". The New York Times. 9 October 2003.

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