Econometrica is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published by Wiley-Blackwell on behalf of the Econometric Society. The current editor-in-chief is Guido Imbens.
Fernando Enrique Alvarez is an Argentine macroeconomist. He is professor of economics at the University of Chicago. He received his B.A. in Economics at Universidad Nacional de La Plata in 1989 and his Ph.D. from the University of Minnesota in 1994. He was elected a Fellow of the Econometric Society in 2008. He was named a Fellow of the American Academy of Arts and Sciences in 2018.
The Econometric Society is an international society of academic economists interested in applying statistical tools in the practice of econometrics. It is an independent organization with no connections to societies of professional mathematicians or statisticians.
Martin James Browning is Professor of Economics at the University of Oxford, Oxford, England, a Fellow of Nuffield College, Oxford, a Fellow of the Econometric Society, and an emeritus Fellow of the European Economic Association.
Truncated regression models are a class of models in which the sample has been truncated for certain ranges of the dependent variable. That means observations with values in the dependent variable below or above certain thresholds are systematically excluded from the sample. Therefore, whole observations are missing, so that neither the dependent nor the independent variable is known. This is in contrast to censored regression models where only the value of the dependent variable is clustered at a lower threshold, an upper threshold, or both, while the value for independent variables is available.
Susan Carleton Athey is an American economist. She is the Economics of Technology Professor in the School of Humanities and Sciences at the Stanford Graduate School of Business. Prior to joining Stanford, she has been a professor at Harvard University and the Massachusetts Institute of Technology. She is the first female winner of the John Bates Clark Medal. She served as the consulting chief economist for Microsoft for six years and was a consulting researcher to Microsoft Research. She is currently on the boards of Expedia, Lending Club, Rover, Turo, Ripple, and non-profit Innovations for Poverty Action. She also serves as the senior fellow at Stanford Institute for Economic Policy Research. She is an associate director for the Stanford Institute for Human-Centered Artificial Intelligence and the director of Golub Capital Social Impact Lab.
Ricardo Jorge Caballero is a Chilean macroeconomist who is the Ford International Professor of Economics at the Massachusetts Institute of Technology. He also served as the Chairman of MIT's Economic Department from 2008 to 2011. He is a director of the World Economic Laboratory at MIT and an NBER Research Associate. Caballero received his PhD from MIT in 1988, and he taught at Columbia University before returning to the MIT faculty.
Joshua David Angrist is an Israeli–American economist and Ford Professor of Economics at the Massachusetts Institute of Technology. Angrist, together with Guido Imbens, was awarded the Nobel Memorial Prize in Economics in 2021 "for their methodological contributions to the analysis of causal relationships".
The methodology of econometrics is the study of the range of differing approaches to undertaking econometric analysis.
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.
Kenneth David West is the John D. MacArthur and Ragnar Frisch Professor of Economics in the Department of Economics at the University of Wisconsin. He is currently co-editor of the Journal of Money, Credit and Banking, and has previously served as co-editor of the American Economic Review. He has published widely in the fields of macroeconomics, finance, international economics and econometrics. Among his honors are the John M. Stauffer National Fellowship in Public Policy at the Hoover Institution, Alfred P. Sloan Research Fellowship, Fellow of the Econometric Society, and Abe Fellowship. He has been a research associate at the NBER since 1985.
Arunava Sen is a professor of economics at the Indian Statistical Institute. He works on Game Theory, Social Choice Theory, Mechanism Design, Voting and Auctions.
Andrew Donald Roy was a British economist who is known for the Roy model of self-selection and income distribution and Roy's safety-first criterion.
John Philip Rust is an American economist and econometrician. John Rust received his PhD from MIT in 1983 and taught at the University of Wisconsin, Yale University and University of Maryland before joining Georgetown University in 2012. John Rust was awarded Frisch Medal in 1992 and became the fellow of Econometric Society in 1993.
Michihiro Kandori is a Japanese economist. He is a professor at the University of Tokyo. Kandori is the President of the Game Theory Society, replacing Matthew O. Jackson in 2023.
Yuliy Sannikov is a Ukrainian economist known for his contributions to mathematical economics, game theory, and corporate finance.
David Martimort is a French economist and Professor at the Toulouse School of Economics. Martimort is one of the most highly cited researchers in the field of contract theory. His research has been awarded the Best Young French Economist Award in 2004.
Susanne Maria Schennach is an economist and professor at Brown University. She is an econometrician whose work focuses on measurement error.
In statistics and econometrics, set identification extends the concept of identifiability in statistical models to environments where the model and the distribution of observable variables are not sufficient to determine a unique value for the model parameters, but instead constrain the parameters to lie in a strict subset of the parameter space. Statistical models that are set identified arise in a variety of settings in economics, including game theory and the Rubin causal model. Unlike approaches that deliver point-identification of the model parameters, methods from the literature on partial identification are used to obtain set estimates that are valid under weaker modelling assumptions.
