Person attributes
Birthdate
September 4, 1934
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Date of Death
May 27, 2009
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Also Known As
Sir Clive William John Granger
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Known for
Cointegration Granger causality Autoregressive fractionally integrated moving average
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Overview
Clive Granger (Sir Clive William John Granger) was an economist and statistician born on September 4, 1934, in Swansea, Wales. He held citizenship in both the United Kingdom and Wales. Granger completed his education at the University of Nottingham.
Granger was known for his work in the fields of cointegration, Granger causality, and autoregressive fractionally integrated moving average. His academic discipline was mainly economics. Granger's doctoral advisor was Harry Pitt, and one of his doctoral students was Heather Anderson.
In 2003, Granger received the Nobel Memorial Prize in Economic Sciences for his contributions to the field of econometrics. He passed away on May 27, 2009, in La Jolla, California.
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