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Robert F. Engle

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Robert F. Engle III
Robert Engle SantiagoWEAI2017.png
Engle in 2017
Born (1942-11-10) November 10, 1942 (age 77)
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 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]

  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, 2, NBER, p. 673.CS1 maint: ref=harv (link)