Robert F. Engle
Robert F. Engle III | |
|---|---|
Engle in 2022 | |
| Born | November 10, 1942 Syracuse, New York, U.S. |
| Academic background | |
| Education | Williams College (BS) Cornell University (MS, PhD) |
| Thesis | Biases From Time-Aggregation of Distributed Lag Models (1969) |
| Doctoral advisor | Ta-Chung Liu |
| Influences | David Hendry |
| Academic work | |
| Discipline | Econometrics |
| Institutions | New York University, since 2000 University of California, San Diego, (1975–2003) Massachusetts Institute of Technology, (1969–1975) |
| Doctoral students | Mark Watson Tim Bollerslev |
| Notable ideas | ARCH Cointegration |
| Awards | Nobel Memorial Prize in Economic Sciences (2003) |
| Website | |
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)".