Sir Clive Granger Memorial Conference

Conference Theme: Recent Developments in Non-Stationary Time Series Econometrics

Local Organisers: Robert Taylor, David Harvey

This conference, run jointly by the Department of Economics at University of California San Diego and the Granger Centre for Time SeriesEconometrics at The University of Nottingham, is being held to celebrate the life and legacy of Sir Clive W. J. Granger.

View the programme (PDF)

Sir Clive Granger was awarded the Nobel Prize in Economic Sciences in 2003, and had a profound influence in the field of time series analysis over almost half a century, becoming one of the most prominent econometricians in the world. He died on 27 May 2009, at Scripps Memorial Hospital in San Diego, California. He leaves an enormous body of research and analysis that will continue to be important for years to come.

The format of the conference will be single-session with all presentations given by distinguished keynote speakers on topics closely related to the areas of research where Sir Clive Granger made significant contributions. There will also be poster sessions for contributed papers. A conference dinner will be held on the evening of 24 May 2010.

The keynote speakers are:

• Marcus Chambers (University of Essex)
• Graham Elliott (University of California San Diego)
• Jesús Gonzalo (Universidad Carlos III de Madrid)
• Sir David Hendry (University of Oxford)
• Cheng Hsiao (University of Southern California)
• Hashem Pesaran (University of Cambridge)
• Peter Phillips (Yale University)
• James Stock (Harvard University)
• Norman Swanson (Rutgers University)
• Mark Watson (Princeton University)
• Halbert White (University of California San Diego)