Robert F. Engle and Time series

Shortcuts: Differences, Similarities, Jaccard Similarity Coefficient, References.

Difference between Robert F. Engle and Time series

Robert F. Engle vs. Time series

Robert Fry Engle III (born November 10, 1942) is an American economist and the winner of the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)". A time series is a series of data points indexed (or listed or graphed) in time order.

Similarities between Robert F. Engle and Time series

Robert F. Engle and Time series have 2 things in common (in Unionpedia): Autoregressive conditional heteroskedasticity, Econometrics.

Autoregressive conditional heteroskedasticity

In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance of the current error term or innovation as a function of the actual sizes of the previous time periods' error terms; often the variance is related to the squares of the previous innovations.

Autoregressive conditional heteroskedasticity and Robert F. Engle · Autoregressive conditional heteroskedasticity and Time series · See more »

Econometrics

Econometrics is the application of statistical methods to economic data and is described as the branch of economics that aims to give empirical content to economic relations.

Econometrics and Robert F. Engle · Econometrics and Time series · See more »

The list above answers the following questions

What Robert F. Engle and Time series have in common
What are the similarities between Robert F. Engle and Time series

Robert F. Engle and Time series Comparison

Robert F. Engle has 52 relations, while Time series has 215. As they have in common 2, the Jaccard index is 0.75% = 2 / (52 + 215).

References

This article shows the relationship between Robert F. Engle and Time series. To access each article from which the information was extracted, please visit:

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