There is quite a lot of information available in the US patent records. See this article at Water-rockets.com that references several patents, one dating back to 1898, that are related to water rocketry.
http://www.water-rockets.com/article.pl?143
The first rocket, known as an aeolipile, was invented by Hero of Alexandria in the 1st century AD. This invention laid the foundation for modern rocket technology.
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George Stephenson invented the first train 'The Rocket'
-- The gunpowder rocket was invented around 500 BCE. -- The first successful flight of an airplane was in 1903. So the rocket sneaked past the airplane in line by about 2,400 years.
He invented the first liquid-fueled rocket!
Who invented the rocket Catapult
Rocket car was invented in 1928. The first rocket car was the OpelRak1 which acheived the speed of 75 km/h on March 15, 1923 which was produced by Fritz Von Opel.
Possibly by the Chinese in the 13th century
people wanted to go to the moon
He invented the rocket in 1926
It partly depends on what you mean by rocket engine; the Aeolipile was a steam rocket powered sphere which was first described in the first century AD - 2000 years ago
The first rocket was developed in China. The Chinese invented gunpowder, which eventually led to the development of early rocket technology during the Song dynasty (960–1279).