Paul Newbold
| Paul Newbold | |
|---|---|
| Born |
12 August 1945 Sileby, England |
| Nationality | British |
| Institution |
University of Illinois at Urbana–Champaign University of Nottingham |
| Field |
Econometrics Time series analysis |
| Alma mater |
University of Wisconsin–Madison London School of Economics |
| Influences |
George E. P. Box Clive Granger |
| Contributions | Cointegration |
Paul Newbold (born 12 August 1945) is a British economist known for his contributions to econometrics and time series analysis. His most famous contribution was a 1974 paper co-authored with Clive Granger which introduced the concept of cointegration.[1]
Newbold earned his B.Sc. from London School of Economics and his Ph.D. under supervision of George E. P. Box at University of Wisconsin–Madison. He later was a professor most notable at the University of Illinois at Urbana–Champaign and the University of Nottingham.[2]
References
- ↑ Granger, C. W. J. and Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics 2 (2): 111–120. doi:10.1016/0304-4076(74)90034-7.
- ↑ Tribute to Paul Newbold
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