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1969 2012
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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
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003
Nobel Prize Award Ceremony
Robert F. Engle III
Clive W.J. Granger
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.
3 min.
Prize Lecture
33 min.
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Copyright © Nobel Web AB 2003
Credits: Kamera Communications (webcasting)
Copyright © Nobel Web AB 2003
Credits: Kamera Communications (webcasting)
Read the Lecture
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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. 24 May 2013 http://www.nobelprize.org/nobel_prizes/economics/laureates/2003/granger-lecture.html
MLA style: "Clive W.J. Granger - Prize Lecture: Time Series Analysis, Cointegration, and Applications". Nobelprize.org. 24 May 2013 http://www.nobelprize.org/nobel_prizes/economics/laureates/2003/granger-lecture.html