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Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III

Author

Listed:
  • Engle III, Robert F.

    (New York University)

  • Granger, Clive W. J.

    (University of California, San Diego)

Abstract

Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III, December 11, 2003. Interviewers are Professor Karl-Gustaf Loefgren, Umea University, and Assistant Professor Anne-Sophie Crepin, Stockholm University.

Suggested Citation

  • Engle III, Robert F. & Granger, Clive W. J., 2003. "Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III," Nobel Prize in Economics documents 2003-5, Nobel Prize Committee.
    • Handle: RePEc:ris:nobelp:2003_005
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    File URL: http://nobelprize.org/nobel_prizes/economics/laureates/2003/engle-interview.html
    File Function: Video
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    More about this item

    Keywords

    time series;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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