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American economist and Nobel laureate (born 1942)
Robert Fry Engle III (born November 10, 1942) is an American economist and statistician. He was awarded the 2003 Nobel Memorial Prize in Economic Sciences
Robert_F._Engle
American economist and Nobel Laureate (born 1944)
Retirement Income Journal. Retrieved March 27, 2023. Gray, Dale F.; Merton, Robert C.; Bodie, Zvi (November 2007). "New Framework for Measuring and Managing
Robert_C._Merton
British economist and Nobel laureate (1934–2009)
2003 in recognition of the contributions that he and his co-winner, Robert F. Engle, had made to the analysis of time series data. This work fundamentally
Clive_Granger
Danish economist (born 1958)
forward the work of the Nobel Prize-winning economist Robert F. Engle, as acknowledged by Engle himself. He was a co-editor of the Journal of Applied
Tim_Bollerslev
American clinical psychologist (1927–2026)
Edith Eger was survived by her daughter Marianne Engle, a clinical psychologist married to Robert Engle, Nobel laureate in economics; Audrey Thompson, an
Edith_Eger
American economist and academic
forward the work of the Nobel Prize-winning economist Robert F. Engle, as acknowledged by Engle himself. Trend, Seasonal and Sectorial Inflation in the
Mark_Watson_(economist)
American mathematician and Nobel Laureate (1928–2015)
John F. Nash Jr. at Princeton John Forbes Nash Jr. at the Mathematics Genealogy Project IDEAS/RePEc "Nash Equilibrium" 2002 Slate article by Robert Wright
John_Forbes_Nash_Jr.
Surname list
coach Robert F. Engle (born 1942), American economist, Nobel prize winner Vanessa Engle (born c. 1962), British documentary filmmaker Jacob Engle (born
Engle_(surname)
Austrian economist and philosopher (1899–1992)
J. Tebble, F.A. Hayek, Continuum International Publishing Group, 2010, pp. 4–5 Ebenstein 2001, p. 33. Ebenstein 2001, p. 35. Leeson, Robert (2018). Hayek:
Friedrich_Hayek
have eventually been awarded a Nobel Prize: Daniel Kahneman (2002), Robert F. Engle and Clive Granger (2003), Paul Krugman (2008), Oliver E. Williamson
List of Clarivate Citation laureates in Economic Sciences
List_of_Clarivate_Citation_laureates_in_Economic_Sciences
American anthropologist (1944–2020)
Anthropology Review. Sally Engle was born on December 1, 1944, in Philadelphia's western suburbs to Robert F. Engle Jr. and Mary Phillips Engle. Her father worked
Sally_Engle_Merry
British-American economist (born 1963)
2010 appearance on Bill Moyer's Journal, joined by colleague James Kwak Roberts, Russ (November 28, 2011). "Simon Johnson on the Financial Crisis". EconTalk
Simon_Johnson_(economist)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
List of Nobel Memorial Prize laureates in Economic Sciences
List_of_Nobel_Memorial_Prize_laureates_in_Economic_Sciences
American economist
standard CAPM equation is: E ( R i ) = R f + β i ( E ( R m ) − R f ) {\displaystyle E(R_{i})=R_{f}+\beta _{i}(E(R_{m})-R_{f})} where: E ( R i ) {\displaystyle
William_F._Sharpe
Norwegian economist and Nobel Laureate (born 1943)
Awards Preceded by Robert F. Engle III Clive W.J. Granger Laureate of the Nobel Memorial Prize in Economics 2004 Served alongside: Edward C. Prescott
Finn_E._Kydland
American economist and Nobel laureate (born 1927)
propose the combinatorial auction design, with Stephen J. Rassenti and Robert L. Bulfin in 1982. In January 2009, Smith signed a public petition opposing
Vernon_L._Smith
American Lithuanian economist (born 1946)
Robert James Shiller (born March 29, 1946) is an American economist, academic, and author. As of 2022, he served as a Sterling Professor of Economics at
Robert_J._Shiller
American economist (born 1953)
Fischer, and his readers included Irwin S. Bernstein, Rüdiger Dornbusch, Robert Solow, and Peter Diamond of MIT and Dale Jorgenson of Harvard. Bernanke
Ben_Bernanke
Israeli-American psychologist and economist (1934–2024)
List of Jewish Nobel laureates List of Nobel laureates in Economics Jr, Robert D. Hershey (March 27, 2024). "Daniel Kahneman, Who Plumbed the Psychology
Daniel_Kahneman
Indian economist and Nobel laureate (born 1933)
of Technology in the United States, where he got to know Paul Samuelson, Robert Solow, Franco Modigliani, and Norbert Wiener. He was also a visiting professor
Amartya_Sen
Method to financial market data
including links to macroeconomic fundamentals. SoFiE was co-founded by Robert F. Engle and Eric Ghysels. Premier-quality journals which publish financial
Financial_econometrics
American economist and statistician (1912–2006)
economists, including Nobel laureates Gary Becker (1992), Robert Fogel (1993), and Robert Lucas Jr. (1995). Friedman's challenges to what he called "naive
Milton_Friedman
Canadian economist (born 1946)
Ontario in 1969, and his PhD from Northwestern University in 1973 under Robert W. Clower. Howitt returned to Canada after receiving his PhD and taught
Peter_Howitt_(economist)
Stockholm: Nobel Foundation. 1988. Retrieved September 25, 2007. "Robert F Engle III". Les Prix Nobel. Stockholm: Nobel Foundation. 2004. Retrieved September
List of New York University faculty
List_of_New_York_University_faculty
German economist (1902–1977)
was Nobel laureate Roger B. Myerson. Subsequent recipients include Robert F. Engle (2015), Ernst Fehr (2017), Christopher Pissarides (2019), Muriel Niederle
Oskar_Morgenstern
Concept in econometrics
formalized by Jean-François Richard (1980) and further analyzed by Robert F. Engle, David F. Hendry, and Richard (1983) in Econometrica. The variable z t {\displaystyle
Endogeneity_(econometrics)
Finnish economist and Nobel laureate (born 1949)
Bengt Robert Holmström (born 18 April 1949) is a Finnish economist who is currently Paul A. Samuelson Professor of Economics (Emeritus) at the Massachusetts
Bengt_Holmström
Academic department at the Massachusetts Institute of Technology
2006 Robert J. Aumann, 2005 Robert F. Engle, 2003 George Akerlof (Ph.D., 1966) and Joseph Stiglitz (Ph.D., 1967), 2001 Daniel McFadden, 2000 Robert Mundell
MIT_Department_of_Economics
American mathematician (1923–2016)
John Forbes Nash, and Martin Shubik. Israeli economist and Nobel Laureate Robert Aumann considered Shapley to be "the greatest game theorist of all time
Lloyd_Shapley
Indian-American economist (born 1961)
publications Archived 14 October 2019 at the Wayback Machine Poverty Action Lab Roberts, Russ (11 July 2011). "Banerjee on Poverty and Poor Economics". EconTalk
Abhijit_Banerjee
American astronaut (1932–2024)
Joseph Henry Engle (August 26, 1932 – July 10, 2024) was an American pilot, aeronautical engineer, and NASA astronaut. He was the commander of two Space
Joe_Engle
Economist and winner of the 2020 Nobel Prize in Economics
Robert Butler "Bob" Wilson, Jr. (born May 16, 1937) is an American economist who is the Adams Distinguished Professor of Management, Emeritus at Stanford
Robert_B._Wilson
British political scientist and economist (born 1960)
Penguin Press. ISBN 978-0735224384. James A. Robinson; Emmanuel Akyeampong; Robert H. Bates; Nathan Nunn, eds. (2014). Africa's Development in Historical Perspective
James_A._Robinson
American economist
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Dale_T._Mortensen
Turkish-American economist (born 1967)
mentored over 60 PhD students. Among his doctoral students are Ufuk Akçiġit, Robert Shimer, Mark Aguiar, Pol Antràs, and Gabriel Carroll. In 2014, he made $841
Daron_Acemoglu
British economist and Nobel Laureate (1907–1995)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
James_Meade
Canadian-American economist and Nobel Laureate (born 1943)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Michael_Spence
Private college in Williamstown, Massachusetts, US
Iran, last heir apparent to the throne of the Imperial State of Iran Robert F. Engle, Nobel Prize-winning economist Curtis McMullen, American mathematician
Williams_College
MacKinnon Paul Lauterbur; Peter Mansfield J. M. Coetzee Shirin Ebadi Robert F. Engle; Clive Granger 2004 David Gross; Hugh David Politzer; Frank Wilczek
List_of_Nobel_laureates
American economist
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Philip_H._Dybvig
professional baseball player Jo-Lonn Dunbar – professional football player Robert F. Engle – economist and winner of the 2003 Nobel Prize in Economics Joe English
List of people from Syracuse, New York
List_of_people_from_Syracuse,_New_York
American economist and Nobel Laureate (1937–2023)
Frängsmyr, Tore (ed.). "Robert E. Lucas Jr. – Biographical". Stockholm: Nobel Foundation. Retrieved November 16, 2016. Andrada, Alexandre F. S. (May–August 2017)
Robert_Lucas_Jr.
American economist and Nobel Laureate (1940–2022)
Liberty (2nd ed.). Liberty Fund. pp. 578–579. ISBN 978-0865976665. Lucas, Robert E. Jr.; Prescott, Edward C. (1971). "Investment Under Uncertainty". Econometrica
Edward_C._Prescott
Statistical estimator
"Chapter 36: Large sample estimation and hypothesis testing". In Robert F. Engle; Daniel L. McFadden (eds.). Handbook of Econometrics. Vol. 4. Elsevier
Consistent_estimator
2004 Peter Agre, Chemistry, 2003 Roderick MacKinnon, Chemistry, 2003 Robert F. Engle, Economics, 2003 Anthony J. Leggett, born in United Kingdom, Physics
List of Nobel laureates by country
List_of_Nobel_laureates_by_country
American economist and Nobel Laureate (born 1945)
the way." However, Thaler's selection was not met with universal acclaim; Robert Shiller (one of the 2013 laureates and a fellow behavioral economist) noted
Richard_Thaler
(eds.). Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle. Oxford University Press. doi:10.1093/acprof:oso/9780199549498.003
Realized_variance
French economist (born 1956)
College London in 1996. In 2002, he returned to Harvard where he became the Robert C. Waggoner Professor in Economics, a chair he held until 2015 when he was
Philippe_Aghion
at Olin Business School Francis Ysidro Edgeworth Friedrich Engels Robert F. Engle Ludwig Erhard Vanessa Erogbogbo Shlomo Eckstein (1929–2020), Israeli
List_of_economists
German economist and Nobel Laureate (1930–2016)
"Institutions – Free University of Berlin". Reinhard Selten Biographical. Roberts, Sam, "Reinhard Selten, Whose Strides in Game Theory Led to a Nobel, Dies
Reinhard_Selten
British-Cypriot economist
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Christopher_A._Pissarides
pioneer in the field of neural networks Robert F. Engle, Economics, Nobel Memorial Prize in Economic Sciences, 2003 Robert Erickson, Music, composer; his composition
List of University of California, San Diego people
List_of_University_of_California,_San_Diego_people
American economist (born 1946)
Women’s Career and Marriage Decisions" (August 2002), by Goldin and Lawrence F. Katz, highlights how access to birth control revolutionized women's economic
Claudia_Goldin
American economist (born 1948)
Government: Theory and an Application to Prisons" (with Andrei Shleifer and Robert W. Vishny), Quarterly Journal of Economics 112(4) (1997), pp. 1126–61. "Contracts
Oliver_Hart_(economist)
French-American economist (born 1972)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Esther_Duflo
American private nonprofit research organization
C. Prescott, 2004 Robert F. Engle, 2003 George Akerlof, 2001 Joseph Stiglitz, 2001 James Heckman, 2000 Daniel McFadden, 2000 Robert C. Merton, 1997 Myron
National Bureau of Economic Research
National_Bureau_of_Economic_Research
Israeli–American economist
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Joshua_Angrist
American economist and Nobel Laureate (born 1943)
dynamic economy and fairer and more equal society" The book received the Robert F. Kennedy Center for Justice and Human Rights 2013 Book Award, given annually
Joseph_Stiglitz
American economist and Nobel Laureate (1924–2023)
Robert Merton Solow, GCIH (/ˈsoʊloʊ/; August 23, 1924 – December 21, 2023) was an American economist known for his studies of economic growth and the development
Robert_Solow
American economist (born 1939)
portfolio theory, asset pricing, and the efficient-market hypothesis. He is Robert R. McCormick Distinguished Service Professor of Finance at the University
Eugene_Fama
invention of an imaging semiconductor circuit – the CCD sensor" 2003 Robert F. Engle Syracuse, New York, U.S. "for methods of analyzing economic time series
List of American Nobel laureates
List_of_American_Nobel_laureates
Canadian–American economist and Nobel Laureate (born 1941)
was awarded the Nobel Memorial Prize in Economic Sciences (shared with Robert C. Merton) for a "new method to determine the value of derivatives." The
Myron_Scholes
Financial modelling concept
doi:10.1007/978-3-540-34625-8_10. Zhuanxin Ding, Clive W.J. Granger, Robert F. Engle (1993) A long memory property of stock market returns and a new model
Volatility_clustering
American economist and Nobel laureate (born 1964)
Michael Robert Kremer (born November 12, 1964) is an American development economist currently serving as university professor in economics at the University
Michael_Kremer
1997 Bengt R. Holmström, Massachusetts Institute of Technology 1996 Robert F. Engle, University of California, San Diego 1995 George A. Akerlof, University
Fisher–Schultz_Lecture
Chinese-American economist (1914–1975)
University and Cornell University. During his time at Cornell, he mentored Robert F. Engle, an econometrician who later won the Nobel Prize in Economics. He was
Ta-Chung_Liu
Statistical test
test and the Lagrange multiplier test (also known as the score test). Robert F. Engle showed that these three tests, the Wald test, the likelihood-ratio
Wald_test
American economist and Nobel Laureate (1915–2009)
of Keynesian economics. Samuelson served as an advisor to President John F. Kennedy and President Lyndon B. Johnson, and was a consultant to the United
Paul_Samuelson
Award established in 1968 by Sveriges Riksbank
1976 to The New York Times protesting Friedman's award. Robert Aumann – 2005 prize to Robert Aumann was criticized by the European press for his alleged
Nobel Memorial Prize in Economic Sciences
Nobel_Memorial_Prize_in_Economic_Sciences
British econometrician (born 1944)
D.F. Hendry, and R.M. Starr (1992). "The demand for M1 in the U.S.A., 1960–1988." Review of Economic Studies, 59, 25–61. Robert F. Engle and D.F. Hendry
David_Forbes_Hendry
American economist (born 1953)
in Merrick, a hamlet in Nassau County, Long Island. He graduated from John F. Kennedy High School in Bellmore. According to Krugman, his interest in economics
Paul_Krugman
American economist
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Douglas_Diamond
American economist and Nobel Laureate (1911–1991)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
George_Stigler
Awardee(s) Robert F. Engle (b. 1942) United States "for methods of analyzing economic time series with time-varying volatility (ARCH)" Clive Granger (1934–2009)
2003_Nobel_Prizes
Economic historian (born 1946)
born 26 July 1946) is an American and Israeli economic historian and the Robert H. Strotz Professor of Arts and Sciences at Northwestern University. He
Joel_Mokyr
Saint Lucian economist and Nobel laureate (1915–1991)
doi:10.1111/j.1467-9957.1954.tb00021.x. S2CID 154515303. Leeson, P.F.; Nixson, F. I. (2004). "Development economics in the Department of Economics at
W._Arthur_Lewis
Canadian economist and Nobel Laureate (1932–2021)
Robert Alexander Mundell (October 24, 1932 – April 4, 2021) was a Canadian economist who was a professor of economics at Columbia University, McGill University
Robert_Mundell
Model named for the London School of Economics
extended is through the work on integrated and cointegrated systems by Robert F. Engle, Clive Granger, and Søren Johansen. Another commonly used functional
LSE_approach_to_econometrics
American academic and Nobel Laureate (1916–2001)
organization theory 1960 (With Charles C. Holt, Franco Modigliani, and John F. Muth). Planning Production, Inventories, and Work Force. Prentice Hall. The
Herbert_A._Simon
American economist and Nobel Laureate (1923–2000)
Prize in Economic Sciences in 1990, along with Harry Markowitz and William F. Sharpe. Miller spent most of his academic career at the University of Chicago's
Merton_Miller
Israeli-American mathematician (born 1930)
Robert John Aumann (Yisrael Aumann, Hebrew: ישראל אומן; born June 8, 1930) is an Israeli-American mathematician, and a member of the United States National
Robert_Aumann
{\displaystyle \beta _{i}\geq 0} , i > 0 {\displaystyle ~i>0} . Robert F. Engle and J.R. Russell. "Autoregressive Conditional Duration: A New Model
Autoregressive conditional duration
Autoregressive_conditional_duration
Literature 1938 Robert F. Engle (M.S. 1966 physics, Ph.D. 1969 economics) – Economics 2003; member of the National Academy of Sciences (2005) Robert Fogel (B
List of Cornell University alumni
List_of_Cornell_University_alumni
French economist (born 1953)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Jean_Tirole
Swedish economist, politician, and Nobel Laureate (1899–1979)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Bertil_Ohlin
American economist (born 1940)
His dissertation was titled Wages and Capital under the supervision of Robert Solow, a noted economist who would later receive the Nobel Memorial Prize
George_Akerlof
2013 Douglas T. Breeden 2012 Robert Litzenberger 2011 Robert F. Engle 2010 Peter P. Carr 2009 Richard Roll 2008 Robert Litterman 2007 Jack L. Treynor
International Association for Quantitative Finance
International_Association_for_Quantitative_Finance
American economist (1932–2020)
law at the University of California, Berkeley since 1988 and was the Edgar F. Kaiser Professor Emeritus at the Haas School of Business. As a Fulbright
Oliver_E._Williamson
Dutch-American econometrician
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Guido_Imbens
British economist and Nobel Laureate (1913–1991)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
Richard_Stone
Academic journal
Prize laureates (Robert F. Engle, Merton Miller, and Robert J. Shiller), as well as Cliff Asness, John C. Bogle, Campbell Harvey, Robert A. Jarrow, Martin
The Journal of Portfolio Management
The_Journal_of_Portfolio_Management
co-founder of Franconia College; developed the modern "writing process" Robert F. Engle 1964, won the 2003 Nobel Prize in Economics "for methods of analyzing
List of Williams College people
List_of_Williams_College_people
Public university in Tianjin, China
conferred Honorary Professorships by Nankai University. In November 2016, Robert F. Engle, who won the 2003 Nobel Prize in economics, became an honorary professor
Nankai_University
American economist and Nobel Laureate (born 1937)
Economics". Nobelprize.org. 2007. Retrieved October 16, 2007. McFadden, Daniel F. (1974). "Conditional Logit Analysis of Qualitative Choice Behavior" (PDF)
Daniel_McFadden
American economist and Nobel Laureate (born 1943)
Causes and Effects, ed. by Robert E. Hall, University of Chicago Press, for the NBER, 1983, p. 41–97. Sargent, T.J.; Velde, F.O.R. (1995). "Macroeconomic
Thomas_J._Sargent
American economist and Nobel Laureate (born 1941)
The History of Lighting Suggests Not" (PDF). In Bresnahan, Timothy F.; Gordon, Robert J. (eds.). The Economics of New Goods. University of Chicago Press
William_Nordhaus
Russian mathematician (1912–1986)
at the Mathematics Genealogy Project O'Connor, John J.; Robertson, Edmund F., "Leonid Kantorovich", MacTutor History of Mathematics Archive, University
Leonid_Kantorovich
Hungarian-American economist and philosopher (1920–2000)
Kahneman / Vernon L. Smith 2003: Robert F. Engle III / Clive W.J. Granger 2004: Finn E. Kydland / Edward C. Prescott 2005: Robert J. Aumann / Thomas C. Schelling
John_Harsanyi
American political economist (1933–2012)
Nova Scotia and Indonesia. In 1961, Vincent Ostrom, Charles Tiebout, and Robert Warren published "The Organization of Government in Metropolitan Areas,"
Elinor_Ostrom
American Nobel laureate in economics
List of economists Mechanism design List of Jewish Nobel laureates Vishny, Robert W. (1985). Informational aspects of securities markets (Ph.D.). MIT. Retrieved
Eric_Maskin
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