Granger, Clive W.J. - In: Econometric analysis of financial and economic time series, (pp. xxiii-xxv). 2006
In 1956, I was searching for a Ph.D. topic and I selected time series analysis as being an area that was not very developed and was potentially interesting. I have never regretted that choice. Occasionally, I have tried to develop other interests but after a couple of years away I would always...