Robert F. Engle

Robert F. Engle III
Engle in 2017
Born (1942-11-10) November 10, 1942 (age 82)
Syracuse, New York, U.S.
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

  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.