R. F. Engle

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Long-run economic relationships: readings in cointegration

by R. F. Engle and C. W. J. Granger First published in 1991 — 3 editions

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Volatility and time series econometrics: essays in honor of Robert F. Engle

by R. F. Engle, Mark W. Watson, and Tim Bollerslev First published in 2009 — 2 editions

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Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations

by R. F. Engle First published in 1979 — 1 edition

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Estimating sectorial cycles using cointegration and common features

by R. F. Engle First published in 1993 — 1 edition

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Execution risk

by R. F. Engle First published in 2006 — 1 edition

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GARCH gamma

by R. F. Engle First published in 1995 — 1 edition

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general approach to the construction of model diagnostics based upon the lagrange multiplier principle

by R. F. Engle First published in 1979 — 1 edition

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Hedging options in a GARCH environment: testing the term structure of stochastic volatility models

by R. F. Engle First published in 1994 — 1 edition

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multiple indicators model for volatility using intra-daily data

by R. F. Engle First published in 2003 — 1 edition

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Valuation of variance forecasts with simulated option markets

by R. F. Engle First published in 1990 — 1 edition

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The specification of the disturbance for efficient estimation

by R. F. Engle First published in 1971 — 1 edition
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A disequilibrium model of regional investment

by R. F. Engle First published in 1973 — 1 edition
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Some finite sample properties of spectral estimators of a linear regression

by R. F. Engle First published in 1973 — 1 edition
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De facto discrimination in residential assessments: Boston

by R. F. Engle First published in 1973 — 1 edition
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Issues in the specification of an econometric model of metropolitan growth

by R. F. Engle First published in 1973 — 1 edition
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The inconsistency of distributed lag estimators due to misspecification by time aggregation

by R. F. Engle First published in 1970 — 1 edition
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Band spectrum regressions

by R. F. Engle First published in 1972 — 1 edition
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Volatility and time series econometrics: essays in honor of Robert F. Engle

by R. F. Engle First published in 2010 — 1 edition

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Testing price equations for stability across frequencies

by R. F. Engle First published in 1974 — 1 edition
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Cointegration, causality, and forecasting: a festschrift in honour of Clive W.J. Granger

by R. F. Engle and Halbert White First published in 1999 — 1 edition

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OLID: OL4454713A

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Created September 2, 2008
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R. F. Engle

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