Sunday, March 26, 2017

In Praise of Two Giants of Econometrics

Two giants in our field, now deceased, are celebrated in recent Working Papers by Peter Phillips and Timo Teräsvirta.

Peter's paper is titled, "Tribute to T. W. Anderson", is in an issue of Econometric Theory that also includes ted's last published research paper.

Timo's paper, which will be appearing in The Journal of Pure and Applied Mathematics, "Sir Clive Granger's contributions to nonlinear time series and econometrics".

Both papers are essential reading, whether you have a particular interest in the history of econometrics; of if you are a younger researcher who wants to understand the building blocks of our discipline.

© 2017, David E. Giles

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