Robert Engle

Robert Franklin Engle (* 10. november 1942, Syracuse, New York) je americký ekonóm, ktorý dostal Nobelovu cenu za ekonómiu v roku 2003 spolu s Cliveom Grangerom.

Nositeľ Nobelovej ceny

Robert F. Engle
americký ekonóm
Dielo
Ocenenia
Nobelova cena
Osobné informácie
Narodenie	10.11.194210. november 1942 (82 rokov) Syracuse, New York, USA
Odkazy
	Robert Engle (multimediálne súbory na commons)
Biografický portál

Vybrané práce

• Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of U.K. Inflation Econometrica 50 (1982): 987-1008.
• Estimation of Time Varying Risk Premia in the Term Structure: the ARCH-M Model (with David Lilien and Russell Robins), Econometrica 55 (1987): 391-407.
• Co-integration and Error Correction: Representation, Estimation and Testing (with Clive Granger), Econometrica 55 (1987): 251-276.
• Semi-parametric estimates of the relation between weather and electricity demand (with C. Granger, J. Rice and A. Weiss), Journal of American Statistical Association 81 (1986): 310-320.
• Exogeneity (with David F. Hendry and Jean-Francois Richard), Econometrica 51 (1983): 277-304.
• Asset Pricing with a Factor ARCH Covariance Structure: Empirical Estimates for Treasury Bills (with V. Ng, and M. Rothschild) Journal of Econometrics 45 (1990): 213-237.
• Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models Journal of Business and Economic Statistics (júl 2002)

Iné projekty

Commons

• Commons ponúka multimediálne súbory na tému Robert Engle