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|Born||April 3, 1968|
Basque Country, Spain
|Field|| Econometrics |
|Alma mater|| Massachusetts Institute of Technology |
University of the Basque Country
| Joshua Angrist |
Whitney K. Newey
|Information at IDEAS / RePEc|
Alberto Abadie (born April 3, 1968) is professor of in the department of economics at MIT and Associate Director of the Institute for Data, Systems, and Society (IDSS) also at MIT. He was born in the Basque Country, Spain. He received his PhD in economics from MIT in 1999. Upon graduating, he joined the faculty at the Harvard Kennedy School, where he was promoted to full professor in 2005. He returned to MIT in 2016.
Alberto Abadie's research interests lie in the areas of econometric methodology and applied econometrics, with special emphasis on causal inference and program evaluation methods. His research has contributed to advances in a variety of topics, including treatment effect models, instrumental variable estimation, matching estimators, difference in differences, and synthetic controls. He is Associate Editor of Econometrica and AER: Insights, and has previously served as Editor of the Review of Economics and Statistics and Associate Editor of the Journal of Business and Economic Statistics. He is a Fellow of the Econometric Society.
Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". The first known use of the term "econometrics" was by Polish economist Paweł Ciompa in 1910. Jan Tinbergen is considered by many to be one of the founding fathers of econometrics. Ragnar Frisch is credited with coining the term in the sense in which it is used today.
Sir Clive William John Granger was a British econometrician known for his contributions to non-linear time series. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego. During his university he was a member of Claymore. Granger was awarded the Nobel Memorial Prize in Economic Sciences in 2003 in recognition of the contributions that he and his co-winner, Robert F. Engle, had made to the analysis of time series data. This work fundamentally changed the way in which economists analyse financial and macroeconomic data.
Jerry Allen Hausman is the John and Jennie S. MacDonald Professor of Economics at the Massachusetts Institute of Technology and a notable econometrician. He has published numerous influential papers in microeconometrics. Hausman is the recipient of several prestigious awards including the John Bates Clark Medal in 1985 and the Frisch Medal in 1980.
Gangadharrao Soundalyarao "G. S." Maddala was an Indian American economist, mathematician, and teacher, known for his contributions in the field of econometrics and for the textbooks he authored in this field.
Lars Peter Hansen is an American economist. He is the David Rockefeller Distinguished Service Professor of economics at the University of Chicago and a 2013 recipient of the Nobel Memorial Prize in Economics.
Sir David Forbes Hendry, FBA CStat is a British econometrician, currently a professor of economics and from 2001–2007 was head of the Economics Department at the University of Oxford. He is also a professorial fellow at Nuffield College, Oxford.
Joshua David Angrist is an Israeli American economist and Ford Professor of Economics at the Massachusetts Institute of Technology.
Alok Bhargava is an Indian econometrician. He studied mathematics at Delhi University and economics and econometrics at the London School of Economics. He is currently a full professor at the University of Maryland School of Public Policy.
Pol Antràs Puchal is a Spanish economist. He is Robert G. Ory Professor of Economics at Harvard University, where he has taught since 2003.
Jianqing Fan is a statistician and financial econometrician. He is currently the Frederick L. Moore '18 Professor of Finance, a Professor of Statistics, and a former Chairman of Department of Operations Research and Financial Engineering (2012–2015) at Princeton University.
Whitney Kent Newey is the Jane Berkowitz Carlton and Dennis William Carlton Professor of Economics at the Massachusetts Institute of Technology and a well-known econometrician. He is best known for developing, with Kenneth D. West, the Newey–West estimator, which robustly estimates the covariance matrix of a regression model when errors are heteroskedastic and autocorrelated.
Manuel Arellano is a Spanish economist specialising in econometrics and empirical microeconomics. Together with Stephen Bond, he developed the Arellano–Bond estimator, a widely used GMM estimator for panel data. This estimator is based on the earlier article by Arellano's PhD supervisor, John Denis Sargan, and Alok Bhargava. RePEc lists the paper about the Arellano-Bond estimator as the most cited article in economics.
There have been many criticisms of econometrics' usefulness as a discipline and perceived widespread methodological shortcomings in econometric modelling practices.
Yacine Ait-Sahalia is the Otto Hack 1903 Professor of Finance and Economics at Princeton University. His primary area of research is financial econometrics. He has been serving as the inaugural director of the Bendheim Center for Finance at Princeton University from 1998 until 2014. Prior to that, he was an Assistant Professor (1993–96), Associate Professor (1996–98) and Professor of Finance (1998) at the University of Chicago Booth School of Business.
Steven Neil Durlauf is an American social scientist and economist. He is currently Steans Professor of Educational Policy at the Harris School of Public Policy Studies at the University of Chicago. Durlauf was previously the William F. Vilas Research Professor and Kenneth J. Arrow Professor of Economics at the University of Wisconsin-Madison. Durlauf's research has spanned topics from economic theory to econometrics to empirical analyses to philosophy. His research in economic theory has involved the integration of sociological ideas into economic models and the use of statistical mechanics methods to study aggregate behavior when social influences are present. His primary econometric research has focused on the determination of conditions under which the impact of social factors on individual choices can be identified from the sorts of data available to social scientists. His primary substantive research areas are poverty, inequality, and economic growth.
Asad Zaman is a Pakistani professor, economist and social scientist. He is currently serving on the Economic Advisory Committee of Prime Minister of Pakistan and as a member of Monetary Policy Committee of State Bank of Pakistan. Previously he has served vice chancellor of the Pakistan Institute of Development Economics, Islamabad. and director general of International Institute of Islamic Economics, International Islamic University, Islamabad. He earned his PhD in economics from Stanford University in 1978, MS in statistics from Stanford University in 1976 and BS in mathematics from MIT in 1974. He is also a member of Monetary Policy Committee of State Bank of Pakistan and editor of International Econometric Review.
Jean-François Richard is a Belgian-American economist, who is currently the distinguished university professor of Economics at the University of Pittsburgh. He has taught and done research at five major universities, primarily in the field of econometrics. His interests are auctions, computational methods, collusions, Bayesian methods and econometric modeling. He has been extensively involved as author, editor, and advisor with scholarly publications in econometrics and related fields.
Felix Kübler is a German economist who currently works as Professor of Financial Economics at the University of Zurich. His research interests include computational economics, general equilibrium theory and portfolio choice. In 2012, he was awarded the Gossen Prize in recognition of his contributions to economic research.
Xiaohong Chen is a Chinese economist who currently serves as the Malcolm K. Brachman Professor of Economics at Yale University. She is a fellow of the Econometric Society and a laureate of the China Economics Prize. As one of the leading experts in econometrics, her researches focus on econometric theory, Semi/nonparametric estimation and inference methods, Sieve methods, Nonlinear time series, and Semi/nonparametric models. She was elected to the American Academy of Arts and Sciences in 2019.
Robert Christopher Feenstra is an American economist, academic and author. He is the C. Bryan Cameron Distinguished Chair in International Economics at University of California, Davis. He served as the director of the International Trade and Investment Program at the National Bureau of Economic Research from 1992 to 2016. He also served as Associate Dean in the Social Sciences at the University of California, Davis from 2014 to 2019.