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1969
2011
Prize category:

The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003

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.

See a Video of the Prize Lecture
Presentation
3 min.
Prize Lecture
33 min.

The Lecture in Text Format
Pdf 568 kB
Copyright © The Nobel Foundation 2003

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

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TO CITE THIS PAGE:
MLA style: "Clive W.J. Granger - Prize Lecture". Nobelprize.org. 14 Feb 2012 http://www.nobelprize.virtual.museum/nobel_prizes/economics/laureates/2003/granger-lecture.html