Paul Newbold

Paul Newbold
Born (1945-08-12)12 August 1945
Sileby, England
Died 18 November 2016(2016-11-18) (aged 71)
Leicester, United Kingdom
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
Spurious Regression

Paul Newbold (12 August 1945 – 18 November 2016) was 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

  1. Granger, C. W. J. & Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics. 2 (2): 111–120. doi:10.1016/0304-4076(74)90034-7.
  2. Tribute to Paul Newbold


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