On completing my degree, I started a Ph.D. in statistics, although I knew very little about the topic. My supervisor was Professor Harry Pitt, who was an excellent pure mathematician and probabilist. Clive Granger completedegreeexcellent Change image and share on social
Rob Engle and I are concerned with extracting useful implications from economic data, and so the properties of the data are of particular importance. Clive Granger concerndatumeconomic Change image and share on social
A teacher told my mother that I would never become successful, which illustrates the difficulty of long-run forecasting on inadequate data. Clive Granger datumdifficultyforecast Change image and share on social
A potentially useful property of forecasts based on cointegration is that when extended some way ahead, the forecasts of the two series will form a constant ratio, as is expected by some asymptotic economic theory. Clive Granger aheadasymptoticbase share on social
