For their pioneering work in statistical modeling of economic data, known as econometrics, Clive W. J. Granger, 69, and Robert F. Engle, 60, long-time collaborators in the Department of Economics at ...

Learn about Robert F. Engle III, a Nobel laureate credited with developing the ARCH model for analyzing financial market volatility and pioneering financial econometrics.

Testing theories about political change requires analysts to make assumptions about the memory of their time series. Applied analyses are often based on inferences that time series are integrated and ...

American Robert F Engle and Briton Clive W J Granger on Wednesday won the 2003 Nobel Economics Prize for their work in analysing economic time series. The Royal Swedish Academy of Sciences decided ...