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  • Engle III, Robert F.

    (New York University)


"Wake up, Robin", a gentle hand shook my shoulder. "Let's go." It was so very early but I loved those mornings when my father would wake me and take me on an adventure. When I was a boy and we were camping, we would leave in the quiet morning hours to enjoy the lake together, and attempt to catch some fish. He was an experienced fisherman and a kindly teacher. While he was in graduate school at Cornell and the nation was still in the aftermath of the Great Depression, he traded fish and hunted meat for room and board. I did love those mornings and their crisp dawns.

Suggested Citation

  • Engle III, Robert F., 2004. "Autobiography," Nobel Prize in Economics documents 2003-3, Nobel Prize Committee.
  • Handle: RePEc:ris:nobelp:2003_003

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    References listed on IDEAS

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    More about this item


    time series;

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models


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