Gilles-Gaston Granger (1920–2018) was a French mathematician and econometrician known for his contributions to time series analysis, particularly in the context of econometrics. He is best known for the development of the concept of cointegration, which refers to a statistical property of a collection of time series variables that indicates a long-term equilibrium relationship between them, despite short-term fluctuations.
Articles by others on the same topic
There are currently no matching articles.