Susanne Schennach

Last updated
Susanne Schennach
Citizenship Austria
Academic career
Institutions University of Chicago (2000–2011)
Brown University (2011–)
Field econometrics
Alma mater B.A. (1996), Brandeis University
S.M., Massachusetts Institute of Technology
Ph.D (2000), Massachusetts Institute of Technology
Academic
advisors
Whitney Kent Newey
Thomas M. Stoker
Awards Frisch Medal
Information at IDEAS / RePEc

Susanne Maria Schennach is an economist and professor at Brown University. [1] [2] [3] She is an econometrician whose work focuses on measurement error. [4]

Contents

Schennach has been an assistant editor at The Econometrics Journal , Econometric Theory , and Econometrica . [5]

Early life and education

Schennach is a native of Innsbruck, [4] and remains a citizen of Austria. [5]

She received a B.A. in economics and French language and literature from Brandeis University in 1996, [1] and a Ph.D. in economics from the Massachusetts Institute of Technology in 2000, [1] where her advisers were Whitney Kent Newey and Thomas M. Stoker. [6] Her thesis was titled "Estimation of Nonlinear Models with Measurement Error". [5]

Career

Schennach was an assistant professor at the University of Chicago Department of Economics from 2000 to 2006, associate professor from 2006 to 2007, and professor from 2007 to 2011. Schennach has been a professor at Brown University since 2011. [5]

Schennach's interest in measurement error grew out of a research product on productivity in the United States coal industry that she worked on as a graduate student. [4]

She was named a Fellow of the Econometric Society in 2014. [7] Schennach and coauthors Flávio Cunha and James Heckman were awarded the Frisch Medal in 2014 for their 2010 paper "Estimating the Technology of Cognitive and Noncognitive Skill Formation". [8]

Selected research

Related Research Articles

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.

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.

<span class="mw-page-title-main">Robert F. Engle</span> American economist & Nobel laureate (born 1942)

Robert Fry Engle III is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility (ARCH)".

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.

<span class="mw-page-title-main">Lars Peter Hansen</span> American economist

Lars Peter Hansen is an American economist. He is the David Rockefeller Distinguished Service Professor in Economics, Statistics, and the Booth School of Business, at the University of Chicago and a 2013 recipient of the Nobel Memorial Prize in Economics.

The Frisch Medal is an award in economics given by the Econometric Society. It is awarded every two years for empirical or theoretical applied research published in Econometrica during the previous five years. The award was named in honor of Ragnar Frisch, first co-recipient of the Nobel prize in economics and editor of Econometrica from 1933 to 1954. In the opinion of Rich Jensen, Gilbert F. Schaefer Professor of Economics and chairperson of the Department of Economics of the University of Notre Dame, "The Frisch medal is not only one of the top three prizes in the field of economics, but also the most prestigious 'best article' award in the profession". Five Frisch medal winners have also won the Nobel Prize.

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.

<span class="mw-page-title-main">John Rust</span> American economist and econometrician (born 1955)

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.

Charles Frederick Roos was an American economist who made contributions to mathematical economics. He was one of the founders of the Econometric Society together with American economist Irving Fisher and Norwegian economist Ragnar Frisch in 1930. He served as Secretary-Treasurer during the first year of the Society and was elected as President in 1948. He was director of research of the Cowles Commission from September 1934 to January 1937.

Edi Karni is an Israeli born American economist and decision theorist. Karni is the Scott and Barbara Black Professor of Economics at Johns Hopkins University. He is a Fellow of the Econometric Society and an Economic Theory Fellow of the Society for the Advancement of Economic Theory.

Petra Elisabeth (Crockett) Todd is an American economist whose research interests include labor economics, development economics, microeconomics, and econometrics. She is the Edward J. and Louise W. Kahn Term Professor of Economics at the University of Pennsylvania, and is also affiliated with the University of Pennsylvania Population Studies Center, the Human Capital and Equal Opportunity Global Working Group (HCEO), the IZA Institute of Labor Economics and the National Bureau of Economic Research.

Gabrielle Demange is a French economist and currently a professor at the Paris School of Economics. She is on the council of the Econometric Society and a fellow on the CEPR.

In statistics and econometrics, set identification extends the concept of identifiability in statistical models to situations where the distribution of observable variables is not informative of the exact value of a parameter, but instead constrains the parameter 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.

Joel Sobel is an American economist and currently professor of economics at the University of California, San Diego. His research focuses on game theory and has been seminal in the field of strategic communication in economic games. His work with Vincent Crawford established the game-theoretic concept of cheap talk.

Stéphane Bonhomme is a French economist currently at the University of Chicago, where he is the Ann L. and Lawrence B. Buttenwieser Professor of Economics. Bonhomme specializes in microeconometrics. His research involves latent variable modeling, modeling of unobserved heterogeneity in panel data, and its applications in labor economics, in particular the analysis of earnings inequality and dynamics.

<span class="mw-page-title-main">Yingyao Hu</span> American economist (born 1972)

Yingyao Hu 胡颖尧 is a Chinese American economist, the Krieger-Eisenhower professor of economics, and currently the Chair of the Department of Economics, Johns Hopkins University.

<span class="mw-page-title-main">Homoscedasticity and heteroscedasticity</span> Statistical property

In statistics, a sequence of random variables is homoscedastic if all its random variables have the same finite variance; this is also known as homogeneity of variance. The complementary notion is called heteroscedasticity, also known as heterogeneity of variance. The spellings homoskedasticity and heteroskedasticity are also frequently used. Assuming a variable is homoscedastic when in reality it is heteroscedastic results in unbiased but inefficient point estimates and in biased estimates of standard errors, and may result in overestimating the goodness of fit as measured by the Pearson coefficient.

Juan Pan is the SAIF Chair Professor of Finance at the Shanghai Advanced Institute of Finance (SAIF) at Shanghai Jiao Tong University. She is an editor at the Review of Finance and an associate editor at the Journal of Finance.

References

  1. 1 2 3 "Schennach, Susanne".
  2. "Susanne Schennach | IDEAS/RePEc".
  3. "Susanne Schennach".
  4. 1 2 3 Baum, Deborah. "Susanne Schennach". News from Brown. Brown University . Retrieved 14 May 2020.
  5. 1 2 3 4 "Curriculum vitae: S. M. Schennach" . Retrieved 14 May 2020.
  6. "Susanne Schennach - the Mathematics Genealogy Project".
  7. "2014 Election of Fellows to the Econometric Society". Econometrica . 83 (3): 1255–1260. June 2015. doi:10.3982/ECTA833EF. S2CID   239393064.
  8. "The Frisch Medal Award". Econometric Society . Retrieved 14 May 2020.