Clive Granger (1934-2009)

Sir Clive Granger has died at the age of 74. There are some nice obituaries in the New York Times and the Daily Telegraph. Also, his Wikipedia page has some good information. I met Clive on several occasions and he was “a scholar and a gentleman”, a remarkably humble man given his outstanding achievements and someone who was always willing to help young researchers. The world of forecasting will miss him.