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Robert F. Engle

From Simple English Wikipedia, the free encyclopedia
Robert F. Engle III
Engle in 2017
Born (1942-11-10)November 10, 1942 (age 82)
InstitutionNew York University, since 2000
University of California, San Diego, (1975–2003)
Massachusetts Institute of Technology, (1969–1975)
FieldEconometrics
Alma materCornell University,(Ph.D. 1969)
Williams College,(B.S. 1964)
Doctoral
advisor
Ta-Chung Liu[1]
Doctoral
students
Mark Watson
Tim Bollerslev
InfluencesDavid Hendry
ContributionsARCH
Cointegration
AwardsNobel Memorial Prize in Economic Sciences (2003)
Information atIDEAS / RePEc

Robert Fry Engle III (born November 10, 1942) is anAmericanstatistician. He is the winner of the 2003Nobel Prize in Economic Sciences, sharing the award withClive Granger, "for methods of analyzing economictime series with time-varyingvolatility (ARCH)".

References

[change |change source]
  1. Engle, Robert F.; Liu, Ta-Chung (1972), "Effects of Aggregation Over Time on Dynamic Characteristics of An Econometric Model", in Hickman, Bert G. (ed.),Econometric Models of Cyclical Behavior(PDF), Conference on Research in Income and Wealth. Studies in income and wealth, vol. 2,NBER, p. 673.


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1969–1975
1976–2000
2001–present
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