Chapter

A History of Econometrics at the University of California, San Diego: A Personal Viewpoint

Clive W.J. Granger

in Volatility and Time Series Econometrics

Published in print March 2010 | ISBN: 9780199549498
Published online May 2010 | e-ISBN: 9780191720567 | DOI: http://dx.doi.org/10.1093/acprof:oso/9780199549498.003.0001

Series: Advanced Texts in Econometrics

 A History of Econometrics at the University of California, San Diego: A Personal Viewpoint

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This chapter presents the author's account of a history of econometrics at the University of California, San Diego (UCSD), tracing his arrival at UCSD and how he recruited a young Rob Engle to join him to build what ultimately became the dominant econometrics group of the late 20th century. The account has been divided into three convenient periods: 1974-1984, the founding years; 1985-1993, the middle years; and 1994-2003, the changing years.

Keywords: econometrics; Robert Engle; economics

Chapter.  5119 words. 

Subjects: Econometrics and Mathematical Economics

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