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Books by R. F. Engle

The United States in Literature [with three long stories] -- Seventh Edition

Children's fiction · Classic Literature

The United States in Literature [with three long stories] -- Seventh Edition

James Edwin Miller

1952

Long-run economic relationships

Cointegration · Econometric models

Long-run economic relationships

R. F. Engle

1991

Time-series analysis · Econometrics

Volatility and time series econometrics

R. F. Engle

2009

Witches

Fiction, short stories (single author)

Witches

Martin H. Greenberg

1984

Econometric models · Stocks

Execution risk

R. F. Engle

2006

Mathematical models · Securities

A multiple indicators model for volatility using intra-daily data

R. F. Engle

2003

Cognitive and Working Memory Training

Jared M. Novick

2020

The specification of the disturbance for efficient estimation

Estimation theory

The specification of the disturbance for efficient estimation

R. F. Engle

1971

A disequilibrium model of regional investment

Regional economic disparities · Regional economics

A disequilibrium model of regional investment

R. F. Engle

1973

Some finite sample properties of spectral estimators of a linear regression

Regression analysis · Estimation theory

Some finite sample properties of spectral estimators of a linear regression

R. F. Engle

1973

De facto discrimination in residential assessments

Real property · Valuation tax

De facto discrimination in residential assessments

R. F. Engle

1973

Issues in the specification of an econometric model of metropolitan growth

Metropolitan finance · Regional economics

Issues in the specification of an econometric model of metropolitan growth

R. F. Engle

1973

The inconsistency of distributed lag estimators due to misspecification by time aggregation

Delay differential equations

The inconsistency of distributed lag estimators due to misspecification by time aggregation

R. F. Engle

1970

Band spectrum regressions

Regression analysis · Mathematical Economics

Band spectrum regressions

R. F. Engle

1972

Time-series analysis · Econometrics

Volatility and time series econometrics

R. F. Engle

2010

Testing price equations for stability across frequencies

Inflation (Finance) · Wage-price policy

Testing price equations for stability across frequencies

R. F. Engle

1974

Cointegration, causality, and forecasting

Mathematical models · Econometric models

Cointegration, causality, and forecasting

R. F. Engle

1999

Seasonal unemployment · Time-series analysis

Common seasonal features

R. F. Engle

1996

Hedging (Finance) · Options (Finance)

GARCH gamma

R. F. Engle

1995

Value at risk models in finance

Simone Manganelli

2001

Econometric models · Rate of return

Measuring and testing the impact of news on volatility

R. F. Engle

1991

Autoregressive conditional heteroscedasticity with estimates of the variance of inflationary expectations

R. F. Engle

1979

Econometric models · Time-series analysis

The econometrics of ultra-high frequency data

R. F. Engle

1996

Prices · Stock options

Index-option pricing with stochastic volatility and the value of accurate variance forecasts

R. F. Engle

1993