Econometric Analysis Some people that we shall meet on this unit
Jeffrey M Wooldridge Professor of Economics at Michigan State University and author of our course text
Sir David F Hendry Professor of Economics at Nuffield College, University of Oxford and originator of the PcGive software. A huge influence on me.
Jurgen Doornik Research Fellow at the University of Oxford, colleague of David Hendry - now responsible for work on PcGive and the whole OxMetrics software family. Director of OxMetrics Technologies Ltd.
Christopher Dougherty Professor of Economics at the London School of Economics and author of the text we use at Level 2 Haven’t found a picture yet!
Bill Greene Professor of Economics at New York University Stern School of Business, author of another excellent text and writer of the LIMDEP software.
Damodar Gujarati Professor of economics at the United States Military Academy at West Point and author of several introductory econometrics textbooks.
Gary Koop Professor of Economics at the University of Strathclyde and author of several excellent econometrics textbooks
George G Judge Professor of Economics at the University of California at Berkeley and author of several excellent econometrics textbooks.
Sir Clive Granger Nobel prize winner for work on time series econometrics, originator of the concepts of co-integration and Granger causality. Sadly no longer with us.
Robert Engle Nobel prize winner for work on time series econometrics. Worked with Granger on co-integration. Path breaking work on the analysis of high frequency data. Now Professor of Finance at New York University Stern School of Business.
Trevor Breusch Professor of Econometrics at the Australian National University. Well known for work on the Breusch-Godfrey and Breusch-Pagan tests
Adrian Pagan Professor of Economics at the University of New South Wales. Like Trevor Breusch has been involved in the development of regression misspecification tests.
Les Godfrey Emeritus Professor of Econometrics at the University of York. Another who has been involved in the development of regression misspecification tests.
Hal White Professor of Econometrics at the University of California at San Diego and the man behind White tests and standard errors for heteroskedastcity.
James Durbin Having worked for many years at the LSE he is now Honorary Professor at University College London. Star statistician and one of the men behind the Durbin-Watson test for serially correlated errors.
Sir Ronald A Fisher Path-breaking biologist and statistician – the man behind the F test
William Sealy Gosset (“Student”) Chemist and statistician who, while working for Guinness, developed the t test. Published under the name “A Student”
David Dickey and Wayne Fuller David Dickey is Professor of Statistics at North Carolina State University. Wayne Fuller is at Iowa State University. Together they developed the famous Dickey-Fuller test
John Muellbauer Well known for his microeconomics textbook Economics and Consumer Behaviour, written with Angus Deaton, although these days his focus is more on the link between the housing market and the macroeconomy and also the economic development of Southern Africa. He introduced me to the subject of econometrics when he taught me at Warwick in 1968. Now at Nuffield College, Oxford.
Image sources Jeff Wooldridge https://www.msu.edu/~ec/faculty/wooldridge/wooldridge.html David Hendry http://www.nuff.ox.ac.uk/General/Members/hendry.aspx Jurgen Doornik http://www.inet.ox.ac.uk/content/dr-jurgen-doornik Bill Greene http://people.stern.nyu.edu/wgreene Damodar Gujarati: http://www.palgrave.com/economics/gujarati/about/author.html Gary Koop http://www.strath.ac.uk/economics/staff/koopgaryprof/ George Judge: http://are.berkeley.edu/~judge/ Sir Clive Granger http://www.nottingham.ac.uk/economics/grangercentre/ Robert Engle http://ucsdnews.ucsd.edu/newsrel/awards/11-08EngleChair.asp Trevor Breusch https://researchers.anu.edu.au/researchers/breusch-ts Adrian Pagan http://www.onlineopinion.com.au/author.asp?id=5019 Les Godfrey http://www.york.ac.uk/economics/our-people/staff-profiles/leslie-g-godfrey/ Hal White http://economics.ucsd.edu/economicsinaction/issue-4/faculty-white.php Sir Ronald Fisher http://www.sciencephoto.com/media/225081/enlarge W S Gosset (“Student”) ttp://www.economics.soton.ac.uk/staff/aldrich/Figures.htm#stu David Dickey http://support.sas.com/training/us/bks/instr.html Wayne Fuller http://www.amstat.org/careers/foundersaward.cfm John Muellbauer http://www.economics.ox.ac.uk/index.php/staff/muellbauer/