Clive Granger Quotes

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

Recitation: by Male by Female

Author Biography

  • Author Profession: economist
  • Nationality: british
  • Birth: September 4, 1934 - May 27, 2009

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