Paul Newbold
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 spurious regressions.[1]
Paul Newbold | |
|---|---|
| Born | 12 August 1945 |
| Died | 18 November 2016 (aged 71) Leicester, United Kingdom |
| 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 |
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 notably at the University of Illinois at Urbana–Champaign and the University of Nottingham. He has written a very popular and thorough statistics textbook: "Statistics for Business and Economics" along with W L Carlson and B Thorne, now in its 8th edition[2]
References
- Granger, C. W. J. & Newbold, P. (1974). "Spurious regressions in econometrics". Journal of Econometrics. 2 (2): 111–120. CiteSeerX 10.1.1.353.2946. doi:10.1016/0304-4076(74)90034-7.
- Tribute to Paul Newbold Archived 2020-06-06 at nottingham.ac.uk [Error: unknown archive URL][The current location of the tribute by Dr Harvey ]
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