At 2003, Robert F. Engle and Clive WJ. Granger received the Nobel Prize, because their Cointegration theory had solved two difficult problems, the Time-Varying Volatility and Non-stationary in the time series analysis field.
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美
- 2003年;諾貝爾經(jīng)濟學(xué)獎頒給了在時(shí)間序列計量經(jīng)濟學(xué)研究領(lǐng)域做出突破性貢獻的兩位美國經(jīng)濟學(xué)家;羅伯特·恩格爾(Robert F.;Engle)和克萊夫·格蘭杰(Clive WJ