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Robert F. Engle | |
americký ekonóm | |
Dielo | |
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Ocenenia | |
Nobelova cena | |
Osobné informácie | |
Narodenie | 10. november 1942 (80 rokov) Syracuse, New York, USA |
Odkazy | |
Robert Engle (multimediálne súbory na commons) | |
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
- Commons ponúka multimediálne súbory na tému Robert Engle
Text je dostupný za podmienok Creative Commons Attribution/Share-Alike License 3.0 Unported; prípadne za ďalších podmienok. Podrobnejšie informácie nájdete na stránke Podmienky použitia.
Alvin E. Roth
Arthur Laffer
Barry Eichengreen
Charles P. Kindleberger
Christopher Sims
Dale Mortensen
Daniel McFadden
David Gale
Dennis Meadows
Douglass North
Edmund Phelps
Edward Prescott
Eric Maskin
Eugene Fama
Francis Fukuyama
Franco Modigliani
Frank Knight
Frederick Winslow Taylor
Gérard Debreu
Gary Becker
George Akerlof
George Stigler
Gregory Clark
Harry Markowitz
Hazel Hendersonová
Henry George
Henry Hazlitt
Igor Ansoff
Israel Kirzner
James Heckman
James M. Buchanan
James Tobin
Jeffrey Sachs
Jeremy Rifkin
John Francis Bray
John Harsanyi
John Kenneth Galbraith
John Rogers Commons
Joseph Alois Schumpeter
Joseph Stiglitz
Kenneth Arrow
Lars Hansen
Lawrence Delos Miles
Lawrence Klein
Lawrence Summers
Leonid Hurwicz
Lester Thurow
Lloyd Shapley
Merton Miller
Michael Spence
Milton Friedman
Murray Rothbard
Oliver Williamson
Oskar Morgenstern
Paul Samuelson
Peter Diamond
Peter Drucker
Pierre Wack
Richard Thaler
Robert Ayres
Robert E. Lucas
Robert Engle
Robert Fogel
Robert Shiller
Robert Solow
Roger Myerson
Rosabeth Mossová Kanterová
Simon Kuznets
Theodore Schultz
Thomas Sargent
Thomas Schelling
Thorstein Veblen
Tjalling Koopmans
Vernon Smith
Walter Whitman Rostow
Wassily Leontief
William A. Niskanen
William Forsyth Sharpe
William Nordhaus
William Vickrey
Text je dostupný za podmienok Creative
Commons Attribution/Share-Alike License 3.0 Unported; prípadne za ďalších
podmienok.
Podrobnejšie informácie nájdete na stránke Podmienky
použitia.
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