Paul Newbold
Paul Newbold | |
---|---|
Born |
Sileby, England | 12 August 1945
Died |
18 November 2016 71) Leicester, United Kingdom | (aged
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
- ↑ 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.
- ↑ Tribute to Paul Newbold
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