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The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003
Robert F. Engle III, Clive W.J. Granger

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Time-series Econometrics: Cointegration and Autoregressive Conditional Heteroskedasticity
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MLA style: "The Prize in Economic Sciences 2003 - Advanced Information". Nobelprize.org. Nobel Media AB 2014. Web. 16 Sep 2014. <http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2003/advanced.html>

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This Prize was established in memory of Alfred Nobel.