Engle dan Granger, Peraih Nobel Ekonomi 2003 (bagian 1)
Data, bagi kebanyakan orang adalah penting. Ia bisa menjadi pendukung, sekaligus bukti dari suatu peristiwa. Apalagi bagi para pelaku bisnis, khususnya di pasar uang dan pasar modal atau para pengambil keputusan di pemerintahan, yang berkaitan dengan makro ekonomi. Tetapi, bagaimana data bisa “bercerita” tentang dirinya sendiri? Sehingga bisa lebih memberikan gambaran tentang arah dan risiko-risiko dari sebuah data yang waktunya berderet (time series).
Itulah yang dilakukan Robert F Engle dan Clive WJ Granger, peraih Nobel Ekonomi 2003.
Friday, September 19, 2003
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