In 1973, I was offered a professorship at the University of California, San Diego. Although I was certainly not unhappy at Nottingham, I had been there over twenty years from starting undergraduate studies to Professor of Applied Statistics and Econometrics, and I thought that a change of scene was worth considering.
Clive Granger0
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Clive Granger:
There are many types of economic data, but the type considered by Rob Engle and myself is know as tClive Granger:
A potentially useful property of forecasts based on cointegration is that when extended some way ahClive Granger:
I wonder if economics has less basic core material than is necessary for fields such as mathematicsClive Granger:
I work with the macro economy, which involves the major variables that measure the health of the whClive Granger:
Forecasts vary in horizon, from a few seconds up to a few days in financial markets, compared to frClive Granger:
Rob Engle and I are concerned with extracting useful implications from economic data, and so the prClive Granger:
The stock market is like a small row boat on a rough sea, bouncing around as it drifts, whereas theClive Granger:
A teacher told my mother that I would never become successful, which illustrates the difficulty ofClive Granger:
I preferred to use mathematics in some practical fashion and thought that meteorology sounded promiRaymond Kelly:
The NYPD has too urgent a mission and too few officers for us to waste time and resources on broad,