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{{Infobox Scientist
{{Infobox Scientist
| name = Robert F. Engle
|name = Robert F. Engle
| image =
|image =Robert Engle SantiagoWEAI2017.png
| caption = Robert F. Engle
|caption = Robert Engle di konferensi Western Economic Association International pada Januari 2017
| image_size = 180px
|image_size = 180px
| birth_date = {{Birth date and age|1942|11|10|mf=y}}
|birth_date = {{Birth date and age|1942|11|10|mf=y}}
| birth_place = [[Syracuse, New York]], [[Amerika Serikat|AS]]
|birth_place = [[Syracuse, New York]], [[Amerika Serikat|AS]]
| nationality = [[Amerika Serikat]]
|nationality = [[Amerika Serikat]]
| field = [[Economics]]
|field = [[Economics]]
| work_places = [[New York University]] 2000-<br />[[University of California, San Diego]] 1975-03<br />[[Massachusetts Institute of Technology]] 1969-75
|work_places = [[New York University]] 2000-<br />[[University of California, San Diego]] 1975-03<br />[[Massachusetts Institute of Technology]] 1969-75
| alma_mater = [[Cornell University]] Ph.D. 1969<br />[[Williams College]] B.S. 1964
|alma_mater = [[Cornell University]] Ph.D. 1969<br />[[Williams College]] B.S. 1964
| doctoral_advisor = [[Ta-Chung Liu]]
|doctoral_advisor = [[Ta-Chung Liu]]
| doctoral_students = [[Tim Bollerslev]]<br />[[Mark Watson (economist)|Mark Watson]]
|doctoral_students = [[Tim Bollerslev]]<br />[[Mark Watson (economist)|Mark Watson]]
| known_for = [[ARCH]]</br>[[Cointegration]]
|known_for = [[ARCH]]<br />[[Cointegration]]
| prizes = [[Nobel Memorial Prize in Economic Sciences]] (2003)
|prizes = [[Penghargaan Nobel dalam Ekonomi]] (2003)
|work_institutions = [[Universitas California, San Diego]]}}
}}
'''Robert Franklin Engle III''' (lahir [[10 November]] [[1942]] di [[Syracuse, New York]]) menerima [[Penghargaan Nobel Ekonomi]] [[2003]] bersama dengan [[Clive Granger]] untuk ''"metode analisis [[rangkaian waktu]] ekonomi dengan [[volatilitas]] yang bervariasi dengan waktu"''.
'''Robert Franklin Engle III''' (lahir [[10 November]] [[1942]] di [[Syracuse, New York]]) menerima [[Penghargaan Nobel Ekonomi]] [[2003]] bersama dengan [[Clive Granger]] untuk ''"metode analisis [[rangkaian waktu]] ekonomi dengan [[volatilitas]] yang bervariasi dengan waktu"''.


Kini ia memegang kedudukan profesor emeritus dan profesor peneliti di [[Universitas California, San Diego]], dan mengajar di [[Universitas New York]], [[Fakultas Bisnis Stern]].
Kini ia memegang kedudukan profesor emeritus dan profesor peneliti di [[Universitas California, San Diego]], dan mengajar di [[Universitas New York]], [[Fakultas Bisnis Stern]].


=== Kehidupan pribadi ===
== Kehidupan pribadi ==

* Kakek dari Ayah{{ndash}} [[Robert Fry Engle, Sr.]] (1879-1946)
* Kakek dari Ayah{{ndash}} [[Robert Fry Engle, Sr.]] (1879-1946)
* Ayah{{ndash}} [[Robert Fry Engle, Jr.]] (1910-1981, Ilmuwan kimia [[DuPont]] )
* Ayah{{ndash}} [[Robert Fry Engle, Jr.]] (1910-1981, Ilmuwan kimia [[DuPont]] )
* Ibu{{ndash}} [[Mary Starr Engle]] ("Murry", Guru Bahasa Prancis, m. 1939)
* Ibu{{ndash}} [[Mary Starr Engle]] ("Murry", Guru Bahasa Prancis, m. 1939)
* Saudara Perempuan{{ndash}} [[Patricia Lee Engle]] ("Patty", twin, [[United Nations Children's Fund|UNICEF]] official)
* Saudara Perempuan{{ndash}} [[Patricia Lee Engle]] ("Patty", twin, [[United Nations Children's Fund|UNICEF]] official)
* Saudara Perempuan{{ndash}} [[Sally Starr Engle Merry]] ([[Anthropologi|anthropologist]], twin)
* Saudara Perempuan{{ndash}} [[Sally Starr Engle Merry]] ([[anthropologi]]st, twin)
* Istri{{ndash}} [[Marianne Eger Engle]] ([[Psikolog]], menikah pada 10-Aug-1969, dua anak)
* Istri{{ndash}} [[Marianne Eger Engle]] ([[Psikolog]], menikah pada 10-Aug-1969, dua anak)
* Anak Perempuan {{ndash}} [[Lindsey Engle Richland]] ([[psikolog]])
* Anak Perempuan {{ndash}} [[Lindsey Engle Richland]] ([[psikolog]])
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== Karya ==
== Karya ==

* ''Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of UK Inflation'' Econometrica 50 (1982): 987-1008.
* ''Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of UK 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.
* ''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.
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== Pranala luar ==
== Pranala luar ==

* [http://ideas.repec.org/e/pen9.html IDEAS/RePEc]
* [http://ideas.repec.org/e/pen9.html IDEAS/RePEc]

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{{Commonscat|Robert F. Engle}}
{{Commonscat|Robert F. Engle}}
{{Nobel Ekonomi}}

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[[Kategori:Pemenang Hadiah Nobel dalam bidang ekonomi|Engle, Robert F.]]
[[Kategori:Pemenang Hadiah Nobel dalam bidang ekonomi|Engle, Robert F.]]
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[[Kategori:Kelahiran 1942|Engle]]
[[Kategori:Kelahiran 1942|Engle]]



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Revisi terkini sejak 1 Juli 2021 05.30

Robert F. Engle
Robert Engle di konferensi Western Economic Association International pada Januari 2017
Lahir10 November 1942 (umur 82)
Syracuse, New York, AS
KebangsaanAmerika Serikat
AlmamaterCornell University Ph.D. 1969
Williams College B.S. 1964
Dikenal atasARCH
Cointegration
PenghargaanPenghargaan Nobel dalam Ekonomi (2003)
Karier ilmiah
BidangEconomics
InstitusiUniversitas California, San Diego
Pembimbing doktoralTa-Chung Liu
Mahasiswa doktoralTim Bollerslev
Mark Watson

Robert Franklin Engle III (lahir 10 November 1942 di Syracuse, New York) menerima Penghargaan Nobel Ekonomi 2003 bersama dengan Clive Granger untuk "metode analisis rangkaian waktu ekonomi dengan volatilitas yang bervariasi dengan waktu".

Kini ia memegang kedudukan profesor emeritus dan profesor peneliti di Universitas California, San Diego, dan mengajar di Universitas New York, Fakultas Bisnis Stern.

Kehidupan pribadi

[sunting | sunting sumber]

Karya

[sunting | sunting sumber]
  • Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of UK 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.
  • Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data, (with J.R. Russell) Econometrica 66 (1998):1127-1162.
  • Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models Journal of Business and Economic Statistics (July 2002)

Pranala luar

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