R. F. Engle
R. F. Engle
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Featured books
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- Image source: Open LibraryCC
Cointegration, causality, and forecasting
cover - Image source: Open LibraryLE
Long-run economic relationships
cover - Image source: Open LibraryTP
Testing price equations for stability across frequencies
cover - Image source: Open LibraryAD
A disequilibrium model of regional investment
cover - Image source: Open LibrarySF
Some finite sample properties of spectral estimators of a linear regression
cover - Image source: Open LibraryDF
De facto discrimination in residential assessments
cover - Image source: Open LibraryII
Issues in the specification of an econometric model of metropolitan growth
cover - Image source: Open LibraryBS
Band spectrum regressions
cover - Image source: Open LibraryTS
The specification of the disturbance for efficient estimation
cover - Image source: Open LibraryTI
The inconsistency of distributed lag estimators due to misspecification by time aggregation
cover - VAVolatility and time series econ...R. F. Engle
Volatility and time series econometrics
no cover - VAVolatility and time series econ...R. F. Engle
Volatility and time series econometrics
no cover - VAValue at risk models in financeR. F. Engle
Value at risk models in finance
no cover - CSCommon seasonal featuresR. F. Engle
Common seasonal features
no cover
Works in catalog
Quick navigation into the work-level grouping pages behind the featured books.
- Open Work
Cointegration, causality, and forecasting
- Open Work
Long-run economic relationships
- Open Work
Testing price equations for stability across frequencies
- Open Work
A disequilibrium model of regional investment
- Open Work
Some finite sample properties of spectral estimators of a linear regression
- Open Work
De facto discrimination in residential assessments
- Open Work
Issues in the specification of an econometric model of metropolitan growth
- Open Work
Band spectrum regressions
- Open Work
The specification of the disturbance for efficient estimation
- Open Work
The inconsistency of distributed lag estimators due to misspecification by time aggregation
- Open Work
Volatility and time series econometrics
- Open Work
Volatility and time series econometrics
- Open Work
Value at risk models in finance
- Open Work
Common seasonal features