Faculty Research Groups
Econometrics
| Brendan Beare |
|---|
| Ph.D., Yale University, 2007 |
| Asst. Professor |
| Research Interests: Time series econometrics, Weak dependence conditions |
| Richard T. Carson |
|---|
| Ph.D., UC Berkeley, 1985 |
| Professor |
| Research Interests: Environmental valuation, Climate change, Environment and development, Fisheries |
| Graham Elliott |
|---|
| Ph.D., Harvard University, 1994 |
| Professor |
| Research Interests: Econometrics |
| Robert F. Engle |
|---|
| Ph.D., Cornell University, 1969 |
| Professor |
| Patrik Guggenberger |
|---|
| Ph.D., Yale University, 2003 |
| Associate Professor |
| Research Interests: Weak identification and other nonstandard inference problems such as impact of pretests, resampling methods. |
| James D. Hamilton |
|---|
| Ph.D., UC Berkeley, 1983 |
| Professor |
| Research Interests: Monetary policy, Econometrics, Energy economics, Asset markets |
| Ivana Komunjer |
|---|
| Ph.D., HEC School of Management (Paris, France), 2002 |
| Asst. Professor |
| Research Interests: Econometric theory, Microeconometrics, Financial econometrics |
| Ramu Ramanathan |
|---|
| Ph.D., University of Minnesota, 1967 |
| Emeritus |
| Research Interests: Modeling demand for Electricity |
| Andres Santos |
|---|
| Ph.D., Stanford University, 2007 |
| Asst. Professor |
| Research Interests: Nonparametric econometrics, estimation and testing |
| Yixiao Sun |
|---|
| Ph.D., Yale University, 2002 |
| Associate Professor |
| Research Interests: Robust Inference for time series and panel data, Semiparametrics, Nonparametrics |
| Allan Timmermann |
|---|
| Ph.D., University of Cambridge, 1992 |
| Professor |
| Research Interests: Predictability of stock returns, Forecasting methods, Structural breaks in time series, Performance evaluation for mutual funds and pension funds |
| Halbert White |
|---|
| Ph.D., MIT, 1976 |
| Professor |
| Research Interests: Econometric theory, Forecasting, ANNs, Specification testing, Financial econometrics |
