Robert F. Engle
Robert F. Engle III | |
|---|---|
 Engle in 2017 | |
| Born | November 10, 1942 Syracuse, New York, U.S. |
| Institution | New York University, since 2000 University of California, San Diego, (1975–2003) Massachusetts Institute of Technology, (1969–1975) |
| Field | Econometrics |
| Alma mater | Cornell University, (Ph.D. 1969) Williams College, (B.S. 1964) |
| Doctoral advisor | Ta-Chung Liu[1] |
| Doctoral students | Mark Watson Tim Bollerslev |
| Influences | David Hendry |
| Contributions | ARCH Cointegration |
| Awards | Nobel Memorial Prize in Economic Sciences (2003) |
| Information at IDEAS / RePEc | |
Robert Fry Engle III (born November 10, 1942) is an American statistician. He is the winner of the 2003 Nobel Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)".
References[change | change source]
- ↑ 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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