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The Nobel Memorial Prize for Robert F. Engle

SCANDINAVIAN JOURNAL OF ECONOMICS, no. 2 (2004): 165-185

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work is a fine example of best-practice applied time-series econometrics: he identifies important dynamic economic phenomena, formulates precise and interesting questions about those phenomena, constructs sophisticated yet simple econometric models for measurement and testing, and consistently obtains results of widespread substantive int...More

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