Paul Newbold | |
---|---|
Born |
Sileby, England |
12 August 1945
Died | 18 November 2016 Leicester, United Kingdom |
(aged 71)
Nationality | British |
Institution |
University of Illinois at Urbana–Champaign University of Nottingham |
Field |
Econometrics Time series analysis |
Alma mater |
University of Wisconsin–Madison London School of Economics |
Influences |
George E. P. Box Clive Granger |
Contributions |
Cointegration Spurious Regression |
Paul Newbold (12 August 1945 – 18 November 2016) was a British economist known for his contributions to econometrics and time series analysis. His most famous contribution was a 1974 paper co-authored with Clive Granger which introduced the concept of cointegration.
Newbold earned his B.Sc. from London School of Economics and his Ph.D. under supervision of George E. P. Box at University of Wisconsin–Madison. He later was a professor most notable at the University of Illinois at Urbana–Champaign and the University of Nottingham.