Robert F. Engle III | |
|---|---|
.jpg) Engle in 2022 | |
| Born | November 10, 1942 Syracuse, New York, U.S. |
| Education | Williams College (BS) Cornell University (MS, PhD) |
| Academic career | |
| Field | Econometrics |
| Institution | New York University, since 2000 University of California, San Diego, (1975–2003) Massachusetts Institute of Technology, (1969–1975) |
| 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 | |
| Academic background | |
| Thesis | Biases From Time-Aggregation of Distributed Lag Models (1969) |
Robert Fry Engle III (born November 10, 1942) is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)".
- ^ 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.