Econometrics Books --- Econometricians

Econometricians

Listed alphabetically with current affiliation and doctoral institution. Click on "research" link to view Google scholar results (papers and citations) for an individual. Please e-mail if you have corrections or additions for this directory.

Jump to last names starting with: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Alberto Abadie (Harvard) (Ph.D. MIT 1999) (research)

Karim Abadir (Imperial College) (research)

Books: Matrix Algebra (Econometric Exercises)

Jaap Abbring (Tilburg) (Ph.D. Amsterdam 1997) (research)

Jason Abrevaya (Texas) (Ph.D. MIT 1996) (research)

Lee Adkins (Oklahoma State) (Ph.D. LSU 1988) (research)

Victor Aguirregabiria (Toronto) (Ph.D. Complutense (Madrid) 1995) (research)

Chunrong Ai (Florida) (Ph.D. MIT 1990) (research)

Yacine Ait-Sahalia (Princeton) (Ph.D. MIT 1993) (research)

Takeshi Amemiya (Stanford) (Ph.D. Johns Hopkins) (research)

Books: Advanced Econometrics, Introduction to Statistics and Econometrics

Dante Amengual (CEMFI) (Ph.D. Princeton 2009) (research)

Stanislav Anatolyev (New Economic School) (Ph.D. Wisconsin 2000) (research)

Torben Andersen (Kellogg) (Ph.D. Yale 1992) (research)

Heather Anderson (ANU) (Ph.D. UCSD 1992) (research)

Theodore Anderson (Stanford) (Ph.D. Princeton) (research)

Donald Andrews (Yale) (Ph.D. Berkeley 1982) (research)

Joshua Angrist (MIT) (Ph.D. Princeton 1989) (research)

Books: Mostly Harmless Econometrics

Bertille Antoine (Simon Fraser) (Ph.D. Montreal 2007) (research)

Andres Aradillas-Lopez (Wisconsin) (Ph.D. Berkeley 2005) (research)

Manuel Arellano (CEMFI) (Ph.D. LSE 1985) (research)

Books: Panel Data Econometrics

Richard Ashley (Virginia Tech) (Ph.D. UCSD 1976) (research)

Brendan Baere (UCSD) (Ph.D. Yale 2007) (research)

Jushan Bai (Columbia) (Ph.D. Berkeley 1992) (research)

Richard Baillie (Michigan State) (Ph.D. LSE 1978) (research)

Badi Baltagi (Syracuse) (Ph.D. Penn 1979) (research)

Books: Econometric Analysis of Panel Data, Econometrics

Federico Bandi (John Hopkins (Carey)) (Ph.D. Yale 1999) (research)

Anindya Banerjee (Birmingham) (Ph.D. Oxford 1987) (research)

Yong Bao (Purdue) (Ph.D. UC-Riverside 2004) (research)

Nadia Baryshnikova (Adelaide) (Ph.D. Brown 2006) (research)

Luc Bauwens (CORE) (Ph.D. Louvain 1983) (research)

Books: Bayesian Inference in Dynamic Econometric Models

David Belsley (Boston College) (Ph.D. MIT 1965) (research)

Chris Bennett (Vanderbilt) (Ph.D. Western Ontario 2008) (research)

Anil Bera (Illinois) (Ph.D. ANU 1983) (research)

Arie Beresteanu (Duke) (Ph.D. Northwestern 2001) (research)

C. Alan Bester (Chicago GSB) (Ph.D. Duke 2004) (research)

Alok Bhargava (Houston) (Ph.D. LSE 1982) (research)

Depobam Bhattacharya (Oxford) (Ph.D. Princeton 2003) (research)

Herman Bierens (Penn State) (Ph.D. Amsterdam 1980) (research)

Books: Introduction to the Mathematical and Statistical Foundations of Econometrics

Richard Blundell (UCL) (Ph.D. LSE 1975) (research)

Tim Bollerslev (Duke) (Ph.D. UCSD 1986) (research)

Christopher Bollinger (Kentucky) (Ph.D. Wisconsin 1993) (research)

Steve Bond (Oxford) (Ph.D. Oxford 1990) (research)

Stephane Bonhomme (CEMFI) (Ph.D. Universite Paris 2005) (research)

Christian Bontemps (Toulouse) (Ph.D. CREST 1998) (research)

Peter Boswijk (Amsterdam) (Ph.D. Amsterdam 1992) (research)

Bryan Brown (Rice) (Ph.D. Penn 1977) (research)

Martin Browning (Oxford) (Ph.D. Tilburg) (research)

David Brownstone (UC-Irvine) (Ph.D. Berkeley 1980) (research)

Moshe Buchinsky (UCLA) (research)

Federico Bugni (Duke) (Ph.D. Northwestern 2008) (research)

Maurice Bun (Amsterdam) (Ph.D. Amsterdam 2001) (research)

Henning Bunzel (Aarhus) (research)

Martin Burda (Toronto) (Ph.D. Pittsburgh 2007) (research)

A. Colin Cameron (UC-Davis) (Ph.D. Stanford 1988) (research)

Books: Microeconometrics: Methods and Applications, Microeconometrics Using Stata, Regression Analysis of Count Data

Ivan Canay (Northwestern) (Ph.D. Wisconsin 2008) (research)

Mehmet Caner (NC State) (Ph.D. Brown 1996) (research)

Marine Carrasco (Montreal) (Ph.D. Toulouse) (research)

Jesus Carro (Universidad Carlos III de Madrid) (research)

Matias Cattaneo (Michigan) (Ph.D. Berkeley 2008) (research)

Karim Chalak (Boston College) (Ph.D. UCSD 2007) (research)

Gary Chamberlain (Harvard) (research)

Marcus Chambers (Essex) (Ph.D. Essex) (research)

Yoosoon Chang (Indiana) (Ph.D. Yale 1995) (research)

Saraswata Chaudhuri (UNC) (Ph.D. Washington 2008) (research)

John Chao (Maryland) (Ph.D. Yale 1994) (research)

Songnian Chen (HKUST) (Ph.D. Princeton 1994) (research)

Xiaohong Chen (Yale) (Ph.D. UCSD 1993) (research)

Xu Cheng (Penn) (Ph.D. Yale 2009) (research)

Victor Chernozhukov (MIT) (Ph.D. Stanford 2000) (research)

Andrew Chesher (UCL) (Ph.D. Birmingham 1970) (research)

Siddhartha Chib (Washington St. Louis) (Ph.D. UC-Santa Barbara) (research)

Richard Chiburis (Texas) (Ph.D. Princeton 2009) (research)

Seungmoon Choi (Adelaide) (Ph.D. Wisconsin 2005) (research)

Bent Jesper Christensen (Aarhus) (Ph.D. Cornell 1990) (research)

Books: Economic Modeling and Inference

Michael Clements (Warwick) (research)

Timothy Conley (Chicago GSB) (Ph.D. Chicago 1996) (research)

Valentina Corradi (Warwick) (Ph.D. UCSD 1994) (research)

Stephen Cosslett (Ohio State) (Ph.D. Berkeley 1979) (research)

Drew Creal (Chicago GSB) (Ph.D. Washington 2007) (research)

Michael Creel (Autonoma de Barcelona) (Ph.D. UC-Davis 1990) (research)

Flavio Cunha (Penn) (Ph.D. Chicago 2007) (research)

Christian Dahl (Aarhus) (Ph.D. Aarhus 2000) (research)

Mitali Das (UC-Davis) (Ph.D. MIT 1998) (research)

Russell Davidson (McGill) (Ph.D. UBC 1977) (research)

Books: Estimation and Inference in Econometrics, Econometric Theory and Methods

Manfred Deistler (Vienna UT) (Ph.D. Vienna UT 1970) (research)

Robert de Jong (Ohio State) (Ph.D. Free University Amsterdam 1993) (research)

Aureo de Paula (Penn) (Ph.D. Princeton 2006) (research)

Miguel Delgado (Universidad Carlos III de Madrid) (Ph.D. LSE 1989) (research)

Rohit Deo (NYU) (Ph.D. Iowa State 1995) (research)

Philippe Deschamps (Fribourg (Switzerland)) (Ph.D. Louvain 1976) (research)

Phoebus Dhrymes (Columbia) (Ph.D. MIT 1961) (research)

Books: Mathematics for Econometrics, Introductory Econometrics

Francis Diebold (Penn) (Ph.D. Penn 1986) (research)

Books: Elements of Forecasting

Stephen Donald (Texas) (Ph.D. UBC 1990) (research)

Jurgen Doornik (Oxford) (Ph.D. Oxford) (research)

Books: Introduction to Ox (for the Ox software package)

Feike Drost (Tilburg) (Ph.D. Free University Amsterdam 1987) (research)

Jean-Marie Dufour (McGill) (Ph.D. Chicago 1979) (research)

Graham Elliott (UCSD) (Ph.D. Harvard 1994) (research)

Robert Engle (UCSD) (Ph.D. Cornell 1969) (research)

Books: Anticipating Correlations: A New Paradigm for Risk Management, ARCH: Selected Readings

Juan Carlos Escanciano (Indiana) (Ph.D. Universidad Carlos III de Madrid 2004) (research)

Ray Fair (Yale) (Ph.D. MIT 1968) (research)

Books: Estimating How the Macroeconomy Works

Jianqing Fan (Princeton) (Ph.D. Berkeley 1989) (research)

Books: Local Polynomial Modelling and Its Applications, Nonlinear Time Series: Nonparametric and Parametric Methods

Yanqin Fan (Vanderbilt) (Ph.D. Western Ontario 1990) (research)

Jon Faust (Johns Hopkins) (Ph.D. Berkeley 1988) (research)

Denzil Fiebig (UNSW) (Ph.D. USC 1982) (research)

Ivan Fernandez-Val (Boston University) (Ph.D. MIT 2005) (research)

Jean-Pierre Florens (Toulouse) (research)

Thomas Fomby (SMU) (Ph.D. Missouri 1975) (research)

Giovanni Forchini (Monash) (Ph.D. Southampton) (research)

Philip Hans Franses (Erasmus) (research)

Books: Non-linear Time Series Models in Empirical Finance, A Concise Guide to Econometrics, Econometric Methods with Applications in Business and Economics

Markus Frolich (Mannheim) (Ph.D. St. Gallen 2002) (research)

Sylvia Fruhwirth-Schnatter (Johannes Kepler) (Ph.D. Vienna UT 1988) (research)

Books: Finite Mixture and Markov Switching Models

John Galbraith (McGill) (Ph.D. Oxford 1987) (research)

Jiti Gao (Adelaide) (Ph.D. Monash) (research)

George-Levi Gayle (Carnegie Mellon) (Ph.D. Pittsburgh 2004) (research)

Wayne-Roy Gayle (Virginia) (Ph.D. Pittsburgh 2007) (research)

Ramazan Gencay (Simon Fraser) (Ph.D. Houston 1991) (research)

John Geweke (University of Technology Sydney) (Ph.D. Minnesota 1975) (research)

Books: Contemporary Bayesian Econometrics and Statistics, Complete and Incomplete Econometric Models

Eric Ghysels (UNC) (Ph.D. Kellogg 1985) (research)

Books: The Econometric Analysis of Seasonal Time Series

Domenico Giannone (Brussels) (Ph.D. Brussels 2004) (research)

David Giles (Victoria) (Ph.D. Canterbury 1975) (research)

Chuan Goh (Toronto) (Ph.D. Berkeley 2004) (research)

Silvia Goncalves (Montreal) (Ph.D. UCSD 2000) (research)

Gloria Gonzalez-Rivera (UC-Riverside) (Ph.D. UCSD 1991) (research)

Jesus Gonzalo (Universidad Carlos III de Madrid) (Ph.D. UCSD 1991) (research)

Nikolay Gospodinov (Concordia) (Ph.D. Boston College 2000) (research)

Christian Gourieroux (Toronto) (Ph.D. Rouen 1982) (research)

Books: Statistics and Econometric Models (Vol 1), Statistics and Econometric Models (Vol 2), Financial Econometrics, Simulation-Based Econometric Methods, ARCH Models and Financial Applications

Bryan Graham (NYU) (Ph.D. Harvard 2005) (research)

William Greene (NYU Stern) (Ph.D. Wisconsin 1976) (research)

Books: Econometric Analysis, Applied Choice Analysis: A Primer

Allan Gregory (Queen's) (Ph.D. Queen's 1981) (research)

Patrik Guggenberger (UCSD) (Ph.D. Yale 2003) (research)

Shiferaw Gurmu (Georgia State) (Ph.D. Indiana 1992) (research)

Jinyong Hahn (UCLA) (Ph.D. Harvard 1993) (research)

Vassilis Hajivassiliou (LSE) (Ph.D. MIT 1985) (research)

Niels Haldrup (Aarhus) (Ph.D. Warwick 1993) (research)

Alistair Hall (Manchester) (Ph.D. Warwick 1985) (research)

Books: Generalized Method of Moments

James Hamilton (UCSD) (Ph.D. Berkeley 1983) (research)

Books: Time Series Analysis

Christian Hansen (Chicago GSB) (Ph.D. MIT 2004) (research)

Bruce Hansen (Wisconsin) (Ph.D. Yale 1989) (research)

Lars Hansen (Chicago) (Ph.D. Minnesota 1978) (research)

Books: Robustness

Peter Hansen (Stanford) (Ph.D. UCSD 2000) (research)

Matthew Harding (Stanford) (Ph.D. MIT 2007) (research)

Wolfgang Hardle (Humboldt) (Ph.D. Heidelberg 1982) (research)

Books: Applied Nonparametric Regression, Smoothing Techniques, Applied Quantitative Finance, Applied Multivariate Statistical Analysis

Andrew Harvey (Cambridge) (research)

Books: The Econometric Analysis of Time Series, Forecasting, Structural Time Series Models and the Kalman Filter

David Harvey (Nottingham) (Ph.D. Nottingham 1997) (research)

Jerry Hausman (MIT) (Ph.D. Oxford 1973) (research)

Fumio Hayashi (Hitotsubashi) (Ph.D. Harvard 1980) (research)

Books: Econometrics

James Heckman (Chicago) (Ph.D. Princeton 1971) (research)

Books: Longitudinal Analysis of Labor Market Data, Inequality in America

Daniel Henderson (SUNY-Binghamton) (Ph.D. UC-Riverside 2003) (research)

David Hendry (Oxford) (Ph.D. LSE) (research)

Books: Dynamic Econometrics, Forecasting Economic Time Series

Marc Henry (Montreal) (Ph.D. LSE 1999) (research)

Javier Hidalgo (LSE) (research)

Jonathan Hill (UNC) (Ph.D. Colorado 2001) (research)

R. Carter Hill (LSU) (Ph.D. Missouri 1975) (research)

Books: Principles of Econometrics, Using EViews for Principles of Econometrics, Learning and Practicing Econometrics

Eric Hillebrand (LSU) (Ph.D. Bremen 2003) (research)

Stefan Hoderlein (Brown) (Ph.D. Bonn 2002) (research)

Douglas Hodgson (UQAM) (Ph.D. Yale 1995) (research)

Han Hong (Stanford) (Ph.D. Stanford 1998) (research)

Books: An Introduction to the Structural Econometrics of Auction Data

Yongmiao Hong (Cornell) (Ph.D. UCSD 1993) (research)

Bo Honore (Princeton) (Ph.D. Chicago 1987) (research)

Lennart Hoogerheide (Erasmus) (research)

Joel Horowitz (Northwestern) (Ph.D. Cornell 1967) (research)

Books: Semiparametric and Nonparametric Methods in Econometrics, Semiparametric Methods in Econometrics

William Horrace (Syracuse) (Ph.D. Michigan State 1996) (research)

Cheng Hsiao (USC) (Ph.D. Stanford 1972) (research)

Books: Analysis of Panel Data, Econometric Models, Techniques, and Applications

Yingyao Hu (Johns Hopkins) (Ph.D. Johns Hopkins 2003) (research)

Xin Huang (Oklahoma) (Ph.D. Duke 2007) (research)

Svend Hylleberg (Aarhus) (Ph.D. Aarhus 1984) (research)

Rustam Ibragimov (Harvard) (Ph.D. Yale 2005) (research)

Hidehiko Ichimura (UCL) (Ph.D. MIT 1988) (research)

Emma Iglesias (Essex) (Ph.D. Cardiff (Wales) 2002) (research)

Guido Imbens (Harvard) (Ph.D. Brown 1991) (research)

Atsushi Inoue (NC State) (Ph.D. Penn 1998) (research)

Shigeru Iwata (Kansas) (Ph.D. UCLA 1988) (research)

David Jacho-Chavez (Indiana) (Ph.D. LSE 2006) (research)

Michael Jansson (Berkeley) (Ph.D. Aarhus 2000) (research)

Ivan Jeliazkov (UC-Irvine) (Ph.D. Washington 2003) (research)

Nazgul Jenish (NYU) (Ph.D. Maryland 2008) (research)

Soren Johansen (Copenhagen) (Ph.D. Copenhagen 1974) (research)

Oscar Jorda (UC-Davis) (Ph.D. UCSD 1997) (research)

Dale Jorgenson (Harvard) (Ph.D. Harvard 1959) (research)

Books: Econometrics, Vol. 1: Econometric Modeling of Producer Behavior

Ted Juhl (Kansas) (Ph.D. Illinois 1999) (research)

Sung Jae Jun (Penn State) (Ph.D. Brown 2006) (research)

Karthik Kalyanaraman (UCL) (Ph.D. Harvard 2009) (research)

Chihwa Kao (Syracuse) (Ph.D. SUNY-Stonybrook 1983) (research)

Hiroyuki Kasahara (Western Ontario) (Ph.D. Wisconsin 2002) (research)

Michael Keane (University of Technology Sydney) (Ph.D. Brown 1990) (research)

Mohitosh Kejriwal (Purdue) (Ph.D. Boston University 2007) (research)

Peter Kennedy (Simon Fraser) (Ph.D. Wisconsin 1968) (research)

Books: A Guide to Econometrics

Shakeeb Khan (Duke) (Ph.D. Princeton 1997) (research)

Nicholas Kiefer (Cornell) (Ph.D. Princeton 1976) (research)

Books: Economic Modeling and Inference, Search Models and Applied Labor Economics

Rehim Kilic (Georgia Tech) (Ph.D. Michigan State 2002) (research)

Lutz Kilian (Michigan) (Ph.D. Penn 1996) (research)

Kyoo il Kim (Minnesota) (Ph.D. UCLA 2006) (research)

Terrence Kinal (SUNY-Albany) (Ph.D. Minnesota 1976) (research)

Maxwell King (Monash) (Ph.D. Canterbury) (research)

Toru Kitagawa (UCL) (Ph.D. Brown 2009) (research)

Yuichi Kitamura (Yale) (Ph.D. Yale 1993) (research)

Jan Kiviet (Amstermdam) (Ph.D. Amsterdam 1987) (research)

Frank Kleibergen (Brown) (research)

Roger Klein (Rutgers) (Ph.D. Yale) (research)

John Knight (Western Ontario) (Ph.D. UNSW 1980) (research)

Roger Koenker (Illinois) (Ph.D. Michigan 1974) (research)

Books: Quantile Regression

Robert Kohn (UNSW) (research)

Ivana Komunjer (UCSD) (Ph.D. HEC (Paris) 2002) (research)

Gary Koop (Strathclyde) (Ph.D. Toronto 1989) (research)

Books: Analysis of Economic Data, Analysis of Financial Data, Introduction to Econometrics, Bayesian Econometric Methods (Econometric Exercises)

Siem Jan Koopman (Amsterdam) (Ph.D. LSE 1992) (research)

Books: An Introduction to State Space Time Series Analysis, Time Series Analysis by State Space Methods

Dennis Kristensen (Columbia) (Ph.D. LSE 2004) (research)

Guido Kuersteiner (UC-Davis) (Ph.D. Yale 1997) (research)

Chung-Ming Kuan (National Taiwan University) (Ph.D. UCSD 1989) (research)

Subal Kumbhakar (SUNY-Binghamton) (Ph.D. USC 1986) (research)

Books: Stochastic Frontier Analysis

Naoto Kunitomo (Tokyo) (Ph.D. Stanford 1981) (research)

Kajal Lahiri (SUNY-Albany) (Ph.D. Rochester 1975) (research)

Books: Introduction to Econometrics

Carlos Lamarche (Oklahoma) (Ph.D. Illinois 2007) (research)

Tony Lancaster (Brown) (research)

Books: Introduction to Modern Bayesian Econometrics, The Econometric Analysis of Transition Data

Pascal Lavergne (Simon Fraser) (Ph.D. Toulouse 1993) (research)

Dong Jin Lee (Connecticut) (Ph.D. UCSD 2008) (research)

Lung-Fei Lee (Ohio State) (Ph.D. Rochester 1977) (research)

Myoung-jae Lee (Korea University) (Ph.D. Wisconsin 1989) (research)

Books: Micro-Econometrics: Methods of Moments and Limited Dependent Variables, Micro-Econometrics for Policy, Program, and Treatment Effects, Panel Data Econometrics: Methods-of-Moments and Limited Dependent Variables

Sokbae Lee (UCL) (Ph.D. Iowa 2002) (research)

Tae-Hwy Lee (UC-Riverside) (Ph.D. UCSD 1990) (research)

Yeonsook Lee (Michigan) (Ph.D. Yale 2006) (research)

Yoon-Jin Lee (Indiana) (Ph.D. Cornell 2006) (research)

Arthur Lewbel (Boston College) (Ph.D. MIT 1984) (research)

Steve Leybourne (Nottingham) (research)

Dong Li (Kansas State) (Ph.D. Texas A&M 2000) (research)

Qi Li (Texas A&M) (Ph.D. Texas A&M 1991) (research)

Books: Nonparametric Econometrics: Theory and Practice

Tong Li (Vanderbilt) (Ph.D. USC 1997) (research)

Robert Lieli (Texas) (Ph.D. UCSD 2004) (research)

Roman Liesenfeld (Kiel) (research)

Oliver Linton (LSE) (Ph.D. Berkeley 1991) (research)

Xiaodong Liu (Colorado) (Ph.D. Ohio State 2007) (research)

Richard Luger (Emory) (Ph.D. Montreal) (research)

Helmut Lutkepohl (European University Institute) (Ph.D. Bielefeld 1981) (research)

Books: Introduction to Multiple Time Series Analysis, Applied Time Series Econometrics

Esfandiar Maasoumi (Emory) (Ph.D. LSE 1977) (research)

James MacKinnon (Queen's) (Ph.D. Princeton 1975) (research)

Books: Estimation and Inference in Econometrics, Econometric Theory and Methods

Thomas MaCurdy (Stanford) (Ph.D. Chicago) (research)

Anatasios Magdalinos (Nottingham) (Ph.D. York 2004) (research)

Thierry Magnac (Toulouse) (Ph.D. EHESS (Paris) 1987) (research)

Jan Magnus (Tilburg) (Ph.D. Amsterdam 1981) (research)

Books: Matrix Differential Calculus with Applications in Statistics and Econometrics, Matrix Algebra (Econometric Exercises)

Leandro Magnusson (Tulane) (Ph.D. Brown 2007) (research)

Aprajit Mahajan (Stanford) (Ph.D. Princeton 2004) (research)

Charles Manski (Northwestern) (Ph.D. MIT 1973) (research)

Books: Identification for Prediction and Decision, Identification Problems in the Social Sciences, Partial Identification of Probability Distributions, Social Choice with Partial Knowledge of Treatment Response

Vadim Marmer (UBC) (Ph.D. Yale 2005) (research)

Carlos Martins-Filho (Colorado) (Ph.D. Tennessee 1992) (research)

Rosa Matzkin (UCLA) (Ph.D. Minnesota 1986) (research)

Sophocles Mavroeidis (Brown) (Ph.D. Oxford 2002) (research)

William McCausland (Montreal) (Ph.D. Minnesota 2002) (research)

Daniel McFadden (Berkeley) (Ph.D. Minnesota 1962) (research)

Nour Meddahi (Toulouse) (Ph.D. Toulouse 1997) (research)

Angelo Melino (Toronto) (Ph.D. Harvard 1983) (research)

Blaise Melly (Brown) (Ph.D. St. Gallen 2006) (research)

Konrad Menzel (NYU) (Ph.D. MIT 2009) (research)

Anna Mikusheva (MIT) (Ph.D. Harvard 2007) (research)

Ron Mittelhammer (Washington State) (Ph.D. Washington State 1978) (research)

Books: Mathematical Statistics for Economics and Business, Econometric Foundations

Francesca Molinari (Cornell) (Ph.D. Northwestern 2003) (research)

Alain Monfort (CREST) (research)

Books: Statistics and Econometric Models (Vol 1), Statistics and Econometric Models (Vol 2), Simulation-Based Econometric Methods

George Monokroussos (SUNY-Albany) (Ph.D. UCSD 2005) (research)

Hyungsik Roger Moon (USC) (Ph.D. Yale 1998) (research)

Marcelo Moreira (Columbia) (Ph.D. Berkeley 2002) (research)

James Morley (Washington St. Louis) (Ph.D. Washington 1999) (research)

Ulrich Muller (Princeton) (Ph.D. Sankt Gallen 2002) (research)

Christian Murray (Houston) (Ph.D. Washington 1998) (research)

Irina Murtazashvili (Pittsburgh) (Ph.D. Michigan State 2007) (research)

Denis Nekipelov (Berkeley) (Ph.D. Duke 2008) (research)

Charles Nelson (Washington) (Ph.D. Wisconsin 1969) (research)

Books: State-Space Models with Regime Switching

Marc Nerlove (Maryland) (Ph.D. Johns Hopkins 1956) (research)

Books: Essays in Panel Data Econometrics

Whitney Newey (MIT) (Ph.D. MIT 1983) (research)

Serena Ng (Columbia) (Ph.D. Princeton 1993) (research)

Bent Nielsen (Oxford) (Ph.D. Copenhagen) (research)

Morten Nielsen (Queen's) (Ph.D. Aarhus 2003) (research)

Andriy Norets (Princeton) (Ph.D. Iowa 2007) (research)

Alexei Onatski (Columbia) (Ph.D. Harvard 2001) (research)

Marius Ooms (Tinbergen) (Ph.D. Erasmus 1993) (research)

Books: Introduction to Ox (for the Ox software package)

Taisuke Otsu (Yale) (Ph.D. Wisconsin 2004) (research)

Adrian Pagan (Queensland) (Ph.D. ANU 1972) (research)

Books: Nonparametric Econometrics

Franz Palm (Maastricht) (Ph.D. CORE 1975) (research)

Books: The Structural Econometric Time Series Analysis Approach

Joon Park (Indiana) (Ph.D. Yale 1987) (research)

Sang Soo Park (UNC) (Ph.D. Vanderbilt 2008) (research)

Andrew Patton (Duke) (Ph.D. UCSD 2002) (research)

Huaming Peng (SUNY-Albany) (Ph.D. Yale 2009) (research)

John Pepper (Virginia) (Ph.D. Wisconsin 1996) (research)

Isabelle Perrigne (Penn State) (Ph.D. Toulouse 1991) (research)

Benoit Perron (Montreal) (Ph.D. Yale 1998) (research)

Pierre Perron (Boston University) (Ph.D. Yale 1986) (research)

M. Hashem Pesaran (Cambridge) (Ph.D. Cambridge) (research)

Books: Time Series Econometrics using Microfit 5.0

Elena Pesavento (Emory) (Ph.D. UCSD 2000) (research)

Peter Phillips (Yale) (research)

Jeremy Piger (Oregon) (Ph.D. Washington 2000) (research)

Joris Pinkse (Penn State) (Ph.D. LSE 1994) (research)

Michael Pitt (Warwick) (research)

Werner Ploberger (Washington St. Louis) (Ph.D. Vienna Univ. of Technology) (research)

Dale Poirier (UC-Irvine) (Ph.D. Wisconsin 1973) (research)

Books: Intermediate Statistics and Econometrics, Bayesian Econometric Methods (Econometric Exercises)

David Pollard (Yale) (research)

Books: A User's Guide to Measure Theoretic Probability

Nicholas Polson (Chicago GSB) (Ph.D. Nottingham 1988) (research)

Jack Porter (Wisconsin) (Ph.D. MIT 1996) (research)

Benedikt Potscher (Vienna) (Ph.D. Vienna 1979) (research)

Books: Dynamic Nonlinear Econometric Models: Asymptotic Theory

Demian Pouzo (Berkeley) (Ph.D. NYU 2009) (research)

James Powell (Berkeley) (Ph.D. Stanford 1982) (research)

Artem Prokhorov (Concordia) (Ph.D. Michigan State 2006) (research)

Ingmar Prucha (Maryland) (Ph.D. Vienna 1977) (research)

Books: Dynamic Nonlinear Econometric Models: Asymptotic Theory

Zhongjun Qu (Boston University) (Ph.D. Boston University 2005) (research)

Jeffrey Racine (McMaster) (Ph.D. Western Ontario 1989) (research)

Books: Nonparametric Econometrics: Theory and Practice

Giuseppe Ragusa (UC-Irvine) (Ph.D. UCSD) (research)

Lucrezia Reichlin (London Business School) (Ph.D. NYU 1986) (research)

Eric Renault (UNC) (Ph.D. Paris 1983) (research)

Jean-Francois Richard (Pittsburgh) (Ph.D. Louvain 1973) (research)

Books: Bayesian Inference in Dynamic Econometric Models

Geert Ridder (USC) (Ph.D. Amsterdam) (research)

Jean-Marc Robin (UCL) (Ph.D. Paris 1988) (research)

Peter Robinson (LSE) (Ph.D. ANU 1973) (research)

Books: Time Series with Long Memory

Joseph Romano (Stanford) (Ph.D. Berkeley 1986) (research)

Books: Subsampling, Counterexamples in Probability and Statistics

Adam Rosen (UCL) (Ph.D. Northwestern 2006) (research)

Thomas Rothenberg (Berkeley) (research)

Jeffrey Russell (Chicago GSB) (Ph.D. UCSD 1996) (research)

John Rust (Maryland) (Ph.D. MIT 1983) (research)

Paul Ruud (Vassar) (Ph.D. MIT 1981) (research)

Books: An Introduction to Classical Econometric Theory

Shinichi Sakata (UBC) (Ph.D. UCSD 1995) (research)

Andres Santos (UCSD) (Ph.D. Stanford 2007) (research)

Olivier Scaillet (Geneva) (Ph.D. Paris IX Dauphine 1996) (research)

Marcia Schafgans (LSE) (research)

Susanne Schennach (Chicago) (Ph.D. MIT 2000) (research)

Peter Schmidt (Michigan State) (Ph.D. Michigan State 1970) (research)

Books: Econometrics

Frank Schorfeide (Penn) (Ph.D. Yale 1998) (research)

Enrique Sentana (CEMFI) (Ph.D. LSE 1991) (research)

Azeem Shaikh (Chicago) (Ph.D. Stanford 2006) (research)

Chan Shen (Georgetown) (Ph.D. Rutgers 2009) (research)

Neil Shepard (Oxford) (Ph.D. LSE 1990) (research)

Kevin Sheppard (Oxford) (Ph.D. UCSD 2004) (research)

Robert Sherman (Caltech) (Ph.D. Yale 1991) (research)

Katsumi Shimotsu (Queen's) (Ph.D. Yale 2000) (research)

Youngki Shin (Western Ontario) (Ph.D. Rochester 2007) (research)

Mototsugu Shintani (Vanderbilt) (Ph.D. Yale 2000) (research)

Robin Sickles (Rice) (Ph.D. North Carolina 1976) (research)

Joao Santos Silva (Essex) (Ph.D. Bristol 1992) (research)

Christopher Sims (Princeton) (Ph.D. Harvard 1968) (research)

Natalia Sizova (Rice) (Ph.D. Duke 2009) (research)

Jeffrey Smith (Michigan) (Ph.D. Chicago 1996) (research)

Richard Smith (Cambridge) (Ph.D. Cambridge 1989) (research)

Kyungchul Song (Penn) (Ph.D. Yale 2005) (research)

Fallaw Sowell (Carnegie Mellon) (Ph.D. Duke 1986) (research)

Aris Spanos (Virginia Tech) (research)

Books: Statistical Foundations of Econometric Modelling, Probability Theory and Statistical Inference

Richard Startz (Washington) (Ph.D. MIT 1978) (research)

Books: Macroeconomics

Douglas Steigerwald (UC-Santa Barbara) (Ph.D. Berkeley 1989) (research)

Steven Stern (Virginia) (Ph.D. Yale 1985) (research)

James Stock (Harvard) (Ph.D. Berkeley 1983) (research)

Books: Introduction to Econometrics

Jorg Stoye (NYU) (Ph.D. Northwestern 2005) (research)

Yixiao Sun (UCSD) (Ph.D. Yale 2002) (research)

Norman Swanson (Rutgers) (Ph.D. UCSD 1994) (research)

Christopher Taber (Wisconsin) (Ph.D. Chicago 1995) (research)

Elie Tamer (Northwestern) (Ph.D. Northwestern 1999) (research)

Xun Tang (Penn) (Ph.D. Northwestern 2008) (research)

George Tauchen (Duke) (Ph.D. Minnesota 1977) (research)

Robert Taylor (Nottingham) (Ph.D. Cambridge 1995) (research)

Rusty Tchernis (Georgia State) (Ph.D. Brown 2002) (research)

Timo Terasvirta (Aarhus) (Ph.D. Helsinki 1970) (research)

Books: Modelling Nonlinear Economic Relationships

Joseph Terza (Florida) (Ph.D. Pittsburgh 1981) (research)

Allan Timmermann (UCSD Rady) (Ph.D. Cambridge 1992) (research)

Justin Tobias (Purdue) (Ph.D. Chicago 1999) (research)

Books: Bayesian Econometric Methods (Econometric Exercises)

Petra Todd (Penn) (Ph.D. Chicago 1996) (research)

Kenneth Train (Berkeley) (Ph.D. Berkeley 1977) (research)

Books: Discrete Choice Models with Simulation, Qualitative Choice Analysis

Gautam Tripathi (Connecticut) (Ph.D. Northwestern 1997) (research)

Pravin Trivedi (Indiana) (Ph.D. LSE 1970) (research)

Books: Microeconometrics: Methods and Applications, Microeconometrics Using Stata, Regression Analysis of Count Data, Copula Modeling

Ruey Tsay (Chicago GSB) (Ph.D. Wisconsin 1982) (research)

Books: Analysis of Financial Time Series, A Course in Time Series Analysis

Hiroki Tsurumi (Rutgers) (research)

Aman Ullah (UC-Riverside) (Ph.D. Delhi University) (research)

Books: Nonparametric Econometrics, Finite Sample Econometrics

Gerard van den Berg (Mannheim) (research)

Dick van Dijk (Erasmus) (Ph.D. Erasmus 1999) (research)

Herman van Dijk (Erasmus) (Ph.D. Erasmus 1984) (research)

Martijn van Hasselt (Western Ontario) (Ph.D. Brown 2006) (research)

Arthur van Soest (Tilburg) (Ph.D. Tilburg 1990) (research)

Farshid Vahid (ANU) (research)

Francis Vella (Georgetown) (Ph.D. Rochester 1990) (research)

Marno Verbeek (Erasmus) (Ph.D. Tilburg 1991) (research)

Books: A Guide to Modern Econometrics

Valeri Voev (Aarhus) (Ph.D. Konstanz 2008) (research)

Timothy Vogelsang (Michigan State) (Ph.D. Princeton 1993) (research)

Quang Vuong (Penn State) (Ph.D. Northwestern 1982) (research)

Edward Vytlacil (Yale) (Ph.D. Chicago 2000) (research)

Tom Wansbeek (Amsterdam) (Ph.D. Amsterdam 1972) (research)

Books: Measurement Error and Latent Variables in Econometrics

Mark Watson (Princeton) (research)

Books: Introduction to Econometrics

Melvyn Weeks (Cambridge) (Ph.D. Penn 1994) (research)

Kenneth West (Wisconsin) (Ph.D. MIT 1983) (research)

Halbert White (UCSD) (Ph.D. MIT 1976) (research)

Books: Asymptotic Theory for Econometricians, Estimation, Inference, and Specification Analysis

Paul Wilson (Clemson) (Ph.D. Brown 1986) (research)

Frank Windmeijer (Bristol) (research)

Jeffrey Wooldridge (Michigan State) (Ph.D. UCSD 1986) (research)

Books: Introductory Econometrics: A Modern Approach, Econometric Analysis of Cross Section and Panel Data

Tiemen Woutersen (Johns Hopkins) (Ph.D. Brown 2000) (research)

Allan Wurtz (Aarhus) (Ph.D. Iowa 1996) (research)

Zhijie Xiao (Boston College) (Ph.D. Yale 1997) (research)

Adonis Yatchew (Toronto) (Ph.D. Harvard 1980) (research)

Books: Semiparametric Regression for the Applied Econometrician

Nese Yildiz (Rochester) (Ph.D. Stanford 2005) (research)

Jihai Yu (Kentucky) (Ph.D. Ohio State 2007) (research)

Jun Yu (Singapore Management University) (Ph.D. Western Ontario 1998) (research)

Tao Zha (Emory) (Ph.D. Minnesota 1992) (research)

Victoria Zinde-Walsh (McGill) (Ph.D. Moscow State 1978) (research)

Eric Zivot (Washington) (Ph.D. Yale 1992) (research)

Books: Modeling Financial Time Series with S-PLUS

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