Econometrics

Ariel Pakes

Ariel Pakes

Thomas Professor of Economics

Professor Pakes' research has been in industrial organization (I.O.), the economics of technological change and in econometric theory. He teaches courses in industrial organization and in econometrics. Recent empirical work includes an analysis of the impact of the break up of AT&T on productivity in the telecommunication equipment industry, an analysis of the impact of voluntary export restrictions on the profits and consumer welfare generated by the sales of new cars, and an analysis of the impact of the entry and exit of goods on the price index for personal computers.... Read more about Ariel Pakes

Littauer Center 117
p: 617-495-5320
Neil Shephard

Neil Shephard

Frank B. Baird, Jr. Professor of Science

Neil Shephard is the Frank B. Baird, Jr. Professor of Science, in the Department of Economics and Department of Statistics.  His broad research interests are in econometrics, finance and statistics, with a particular focus on financial econometrics.   He has made particular advances in developing simulation based inference methods for online learning and has contributed methods to allow the mainstream use of high frequency financial data in economics.  He joined the Harvard faculty in 2013, holding a professorship joint between the Economics and Statistics Departments.  Professor Shephard is a fellow of the Econometric Society and the British Academy.  He is an associated editor of Econometrica.  Professor Shephard was a faculty member at the London School of Economics from 1988-1993 and Oxford University from 1991 to 2013.   

Littauer Center M-29

Statistics Office:
613 Science Center
p: (617) 495-5496
Jim Stock

James Stock

Harold Hitchings Burbank Professor of Political Economy

James H. Stock is also a member of the faculty at Harvard Kennedy School. His research areas are macroeconomic forecasting, monetary policy, and econometric methods for the analysis of economic time series data. ... Read more about James Stock

Littauer Center M-26/27
p: 617-496-0502
Elie Tamer

Elie Tamer

Louis Berkman Professor of Economics

Elie Tamer’s research areas are in econometrics and empirical industrial organization. His work is focused on developing methods for inference on economic models under minimal assumptions. He is former co-editor of Econometrica and is a fellow of the Econometric Society.

 

 

Staff Support: Eric Unverzagt... Read more about Elie Tamer

Littauer Center 119
p: 617-496-1526