Robert F. Engle

Robert F. Engle
	; Irudi gehiago
Bizitza
Jaiotza	Syracuse, 1942ko azaroaren 10a (81 urte)
Herrialdea	Ameriketako Estatu Batuak
Hezkuntza
Heziketa	Williams College (en) ; Cornell Unibertsitatea ; Penncrest High School (en)
Tesi zuzendaria	Liu Ta-Chung (en)
Doktorego ikaslea(k)	Mark Watson (en) ; Tim Bollerslev (en) ; Jesús Gonzalo (en) ; Jeffrey R. Russell (en) ; Andrew John Patton (en) ; Maria Gloria González Rivera (en) ; Kevin Sheppard (en) ; William Ernst Conrad (en) ; Wen-ling Tsai Lin (en) ; Simone Manganelli (en) ; Robert Clifford Marshall (en)
Hizkuntzak	ingelesa
Jarduerak
Jarduerak	ekonomialaria, estatistikaria eta unibertsitateko irakaslea
	Parte-hartzailea World Economic Forum Annual Meeting 2013 (en) ;
Enplegatzailea(k)	Massachusetts Institute of Technology ; New Yorkeko Unibertsitatea ; Kaliforniako Unibertsitatea San Diegon
Jasotako sariak	ikusi Ekonomiako Nobel Saria (2003) ; Fellow of the Econometric Society (1981) ; Fellow of the American Statistical Association (2000) ; Fellow of the American Academy of Arts and Sciences ; Fisher-Schultz Lecture ; Clarivate Citation Laureates (2003) ; ohorezko doktore ;
Kidetza	Ameriketako Estatu Batuetako Zientzien Akademia Nazionala; Arteen eta Zientzien Ameriketako Estatu Batuetako Akademia; Econometric Society (en)

Robert Fry Engle III (Syracuse, New York, 1942ko azaroaren 10a) estatubatuar ekonomialari eta unibertsitate-irakaslea da.

2003an Ekonomiako Nobel Saria jaso zuen, Clive W. J. Grangerrekin batera, analisi tenporaleko metodoak garatzen egindako lanagatik.

Lan hautatuak

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 (David Lilien eta Russell Robinsekin batera), Econometrica 55 (1987): 391-407.
Co-integration and Error Correction: Representation, Estimation and Testing (Clive W. J. Grangerrekin batera), Econometrica 55 (1987): 251-276.
Semi-parametric estimates of the relation between weather and electricity demand (C. Granger, J. Rice eta A. Weissekin batera), Journal of American Statistical Association 81 (1986): 310-320.
Exogeneity (David F. Hendry eta Jean-Francois Richardekin batera), Econometrica 51 (1983): 277-304.
Asset Pricing with a Factor ARCH Covariance Structure: Empirical Estimates for Treasury Bills (V. Ng, eta M. Rothschildekin batera) Journal of Econometrics 45 (1990): 213-237.
Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models Journal of Business and Economic Statistics (2002)

Erreferentziak

Artikulu honen edukiaren zati bat Lur hiztegi entziklopedikotik edo Lur entziklopedia tematikotik txertatu zen 2014/11/26 egunean. Egile-eskubideen jabeak, Eusko Jaurlaritzak, hiztegi horiek CC-BY 3.0 lizentziarekin argitaratu ditu, Open Data Euskadi webgunean.

Kanpo estekak

Datuak: Q295653
Multimedia: Robert F. Engle / Q295653

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Ekonomiako Nobel Saridunak
1969–1975	Ragnar Frisch / Jan Tinbergen (1969) • Paul Samuelson (1970) • Simon Kuznets (1971) • John Hicks / Kenneth Arrow (1972) • Wassily Leontief (1973) • Gunnar Myrdal / Friedrich Hayek (1974) • Leonid Kantorovitx / Tjalling Koopmans (1975)
1976–2000	Milton Friedman (1976) • Bertil Ohlin / James Meade (1977) • Herbert A. Simon (1978) • Theodore Schultz / Arthur Lewis (1979) • Lawrence Klein (1980) • James Tobin (1981) • George Stigler (1982) • Gérard Debreu (1983) • Richard Stone (1984) • Franco Modigliani (1985) • James M. Buchanan (1986) • Robert Solow (1987) • Maurice Allais (1988) • Trygve Haavelmo (1989) • Harry Markowitz / Merton Miller / William Forsyth Sharpe (1990) • Ronald Coase (1991) • Gary Becker (1992) • Robert Fogel / Douglass North (1993) • John Harsanyi / John Forbes Nash, Jr. / Reinhard Selten (1994) • Robert Lucas, Jr. (1995) • James Mirrlees / William Vickrey (1996) • Robert C. Merton / Myron Scholes (1997) • Amartya Sen (1998) • Robert Mundell (1999) • James Heckman / Daniel McFadden (2000)
2001–egun	George Akerlof / Michael Spence / Joseph E. Stiglitz (2001) • Daniel Kahneman / Vernon L. Smith (2002) • Robert F. Engle / Clive Granger (2003) • Finn E. Kydland / Edward C. Prescott (2004) • Robert Aumann / Thomas Schelling (2005) • Edmund Phelps (2006) • Leonid Hurwicz / Eric Maskin / Roger Myerson (2007) • Paul Krugman (2008) • Elinor Ostrom / Oliver E. Williamson (2009) • Peter A. Diamond / Dale T. Mortensen / Christopher A. Pissarides (2010) • Thomas J. Sargent / Christopher A. Sims (2011) • Alvin E. Roth / Lloyd S. Shapley (2012) • Eugene Fama / Lars Peter Hansen / Robert J. Shiller (2013) • Jean Tirole (2014) • Angus Deaton (2015) • Oliver Hart / Bengt Holmström (2016) • Richard Thaler (2017) • William Nordhaus / Paul Romer (2018) • Abhijit Banerjee / Esther Duflo / Michael Kremer (2019) • Paul Milgrom / Robert B. Wilson (2020) • David Card / Joshua Angrist / Guido Imbens (2021) • Ben Bernanke / Douglas Diamond / Philip Dybvig (2022) • Claudia Goldin (2023)