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Disambiguation of "Engle, Robert F."

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Forecasting and testing in co-integrated systems

, and . Journal of Econometrics, 35 (1): 143 - 159 (1987)
DOI: 10.1016/0304-4076(87)90085-6

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Eric Engle

Sabine Engle

Robert F Ofenloch

Robert F Lepenies

F Georgi

 

Other publications of authors with the same name

Autoregressive Conditional Hetroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50 (4): 987-1007 (July 1982)Autoregressive Conditional Hetroskedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50 (4): 987-1008 (July 1982)Hedging options in GARCH environment, and . NBER working paper series National Bureau of Economic Research, Cambridge, Mass., (1994)Reply, and . Econometric Reviews, 5 (1): 81--87 (1986)A long memory property of stock market returns and a new model, , and . Journal of Empirical Finance, 1 (1): 83--106 (June 1993)Handbook of Econometrics, , and . Volume 4, chapter Chapter 49 Arch models, page 2959--3038. Elsevier, (1994)A dymimic model of housing price determination, , and . Journal of Econometrics, 28 (3): 307--326 (June 1985)A general approach to lagrange multiplier model diagnostics. Journal of Econometrics, 20 (1): 83--104 (October 1982)CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue., , , , , , , , , and 32 other author(s). Comput. Stat. Data Anal., (2014)Codependent cycles, and . Journal of Econometrics, 80 (2): 199--221 (October 1997)