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Nobel Prizes and Laureates


Nobel Prizes and Laureates

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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Prize Lecture

Time Series Analysis, Cointegration, and Applications

Clive W.J. Granger held his Prize Lecture December 8, 2003, at Aula Magna, Stockholm University. He was presented by Professor Torsten Persson, Chairman of the Prize Committee for Economic Sciences.

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Presentation
3 min.
Prize Lecture
33 min.

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Copyright © The Nobel Foundation 2003

From Les Prix Nobel. The Nobel Prizes 2003, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 2004

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MLA style: "Clive W.J. Granger - Prize Lecture: Time Series Analysis, Cointegration, and Applications". Nobelprize.org. Nobel Media AB 2014. Web. 20 Oct 2014. <http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2003/granger-lecture.html>

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This Prize was established in memory of Alfred Nobel.