Clive W.J. Granger and Cointegration

Castle, JL; Hendry, DF

Hendry, DF (reprint author), Univ Oxford, Inst New Econ Thinking, Oxford Martin Sch, Oxford, England.; Hendry, DF (reprint author), Univ Oxford, Dept Econ, Oxford, England.

EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2017; 10 (1): 58

Abstract

Clive Granger developed the fundamental concept of cointegration for linking variables within non-stationary vector time series. Granger discovered co......

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