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. november 1942 (77 rokov) Syracuse, New York, USA | ||
| Odkazy | |||
 | Robert Engle (multimediálne súbory na commons) | ||
| |||
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
Autoritné údaje: AUT: mzk2006343108 | GND: 128388528 | ISNI: 0000 0003 8528 1683 | LCCN: n91022294 | VIAF: 188864149 | WorldcatID: lccn-n91022294
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