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Bent Nielsen is a professorial fellow in economics at Nuffield College, University of Oxford. Nielsen has research interests in econometrics and financial economics: time series, outlier detection, and cohort analysis. [1] [2] Nielsen completed his Ph.D. at the University of Copenhagen. [3]
Lawrence Robert Klein was an American economist. For his work in creating computer models to forecast economic trends in the field of econometrics in the Department of Economics at the University of Pennsylvania, he was awarded the Nobel Memorial Prize in Economic Sciences in 1980 specifically "for the creation of econometric models and their application to the analysis of economic fluctuations and economic policies." Due to his efforts, such models have become widespread among economists. Harvard University professor Martin Feldstein told the Wall Street Journal that Klein "was the first to create the statistical models that embodied Keynesian economics," tools still used by the Federal Reserve Bank and other central banks.
Sir Clive William John Granger was a British econometrician known for his contributions to nonlinear time series analysis. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego. 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.
Economic forecasting is the process of making predictions about the economy. Forecasts can be carried out at a high level of aggregation—for example for GDP, inflation, unemployment or the fiscal deficit—or at a more disaggregated level, for specific sectors of the economy or even specific firms. Economic forecasting is a measure to find out the future prosperity of a pattern of investment and is the key activity in economic analysis. Many institutions engage in economic forecasting: national governments, banks and central banks, consultants and private sector entities such as think-tanks, companies and international organizations such as the International Monetary Fund, World Bank and the OECD. A broad range of forecasts are collected and compiled by "Consensus Economics". Some forecasts are produced annually, but many are updated more frequently.
Sir David Roxbee Cox was a British statistician and educator. His wide-ranging contributions to the field of statistics included introducing logistic regression, the proportional hazards model and the Cox process, a point process named after him.
Sir Angus Stewart Deaton is a British-American economist and academic. Deaton is currently a Senior Scholar and the Dwight D. Eisenhower Professor of Economics and International Affairs Emeritus at the Princeton School of Public and International Affairs and the Economics Department at Princeton University. His research focuses primarily on poverty, inequality, health, wellbeing, and economic development.
Henri (Hans) Theil was a Dutch econometrician and professor at the Netherlands School of Economics in Rotterdam, known for his contributions to the field of econometrics.
Sir David Forbes Hendry, FBA CStat is a British econometrician, currently a professor of economics and from 2001 to 2007 was head of the economics department at the University of Oxford. He is also a professorial fellow at Nuffield College, Oxford.
Neil Shephard, FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University.
Eric Ghysels is a Belgian economist with interest in finance and time series econometrics, and in particular the fields of financial econometrics and financial technology. He is the Edward M. Bernstein Distinguished Professor of Economics at the University of North Carolina and a Professor of Finance at the Kenan-Flagler Business School. He is also the Faculty Research Director of the Rethinc.Labs at the Frank Hawkins Kenan Institute of Private Enterprise.
OxMetrics is an econometric software including the Ox programming language for econometrics and statistics, developed by Jurgen Doornik and David Hendry. OxMetrics originates from PcGive, one of the first econometric software for personal computers, initiated by David Hendry in the 1980s at the London School of Economics.
Peter Reinhard Hansen is the Henry A. Latané Distinguished Professor of Economics at the University of North Carolina at Chapel Hill. He has previously taught at Brown University, Stanford Graduate School of Business, Stanford University, and the European University Institute.
The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis.
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.
Philippus Henricus Benedictus Franciscus "Philip Hans" Franses is a Dutch economist and Professor of Applied Econometrics and Marketing Research at the Erasmus University Rotterdam, and dean of the Erasmus School of Economics, especially known for his 1998 work on "Nonlinear Time Series Models in Empirical Finance."
Michael Patrick Keane is an American-born economist; he is the Wm. Polk Carey Distinguished Professor at Johns Hopkins University. Keane was previously a professor at the University of New South Wales and the Nuffield Professor of Economics at the University of Oxford. He is considered one of the world's leading experts in the fields of Choice Modelling, structural modelling, simulation estimation, and panel data econometrics.
Kevin W. S. Roberts was the Sir John Hicks Professor of Economics at the University of Oxford until his retirement in 2020.
Barbara Rossi is an ICREA professor of economics at Universitat Pompeu Fabra, a Barcelona GSE Research Professor, a CREI affiliated professor and a CEPR Fellow. She is a founding fellow of the International Association of Applied Econometrics, a fellow of the Econometric Society and a director of the International Association of Applied Econometrics.
Agustín Maravall Herrero is a Spanish economist. He is known for his contributions to the analysis of statistics and econometrics, particularly in seasonal adjustment and the estimation of signals in economic time series. He created a methodology and several computer programs for such analysis that are used throughout the world by analysts, researchers, and data producers. Maravall retired in December 2014 from the Bank of Spain.
Denise Rae Osborn is an Australian and British economist who currently works as the Secretary-General at the Royal Economic Society and as an Emeritus Professor of Econometrics at the University of Manchester. Her principal research interests have been in applied Time-Series modelling, particularly in seasonality in economic variables and dynamic modelling of macroeconomic relationships. Osborn has over 70 research publications in referred academic journals including Journal of Business and Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, Journal of the Royal Statistical Society, and Journal of the American Statistical Association.
Sowmya Wijayambal Arulampalam, known as Wiji Arulampalam, is an economist and professor at the department of economics in the University of Warwick. Arulampalam is the 152nd most cited female economist in the world according to the RePEc/IDEAS ranking.
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