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一、引言两位著名计量经济学家、美国加州大学圣迭戈分校荣誉教授罗伯特·恩格尔(RobertF.Engle)和克莱夫·格兰杰(CliveGranger)(目前受聘于纽约大学),因其在处理经济尤其是金融时间序列变量的研究方法上取得重大突破而获得2003年度诺贝尔经济学奖。这是继2000年度詹姆斯·赫
I. INTRODUCTION Two prominent econometricians, Robert F. Engle and Clive Granger, honorary professors at the University of California, San Diego (currently employed at New York University) In particular, a significant breakthrough in the research methods of financial time series variables won the 2003 Nobel Prize in economics. This is the second year of 2000 following James Hee