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.

 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 

Kategória:Ekonómovia USA
Kategória:Autori náučnej literatúry USA
Kategória:Absolventi Cornell University
Kategória:Osobnosti zo Syracuse (New York)