1 ECTA [U06982] Guy Judge September 2011 Econometric Analysis Some people that we shall meet on this unit
1ECTA [U06982] Guy Judge September 2011
Econometric Analysis
Some people that we shall meet on this unit
2ECTA [U06982] Guy Judge September 2011
Jeffrey M Wooldridge
Professor of Economics at Michigan State University and author of our course text
3ECTA [U06982] Guy Judge September 2011
Sir David F Hendry
Professor of Economics at Nuffield College, University of Oxford and originator of the PcGive software. A huge influence on me.
4ECTA [U06982] Guy Judge September 2011
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.
5ECTA [U06982] Guy Judge September 2011
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!
6ECTA [U06982] Guy Judge September 2011
Bill Greene
Professor of Economics at New York University Stern School of Business, author of another excellent textand writer of the LIMDEP software.
7ECTA [U06982] Guy Judge September 2011
Damodar Gujarati
Professor of economics at the United States Military Academyat West Point and author of several introductory econometricstextbooks.
8ECTA [U06982] Guy Judge September 2011
Gary Koop
Professor of Economics at the University of Strathclyde and author of several excellent econometrics textbooks
9ECTA [U06982] Guy Judge September 2011
George G Judge
Professor of Economics at the University of California at Berkeley and author of several excellent econometrics textbooks.
10ECTA [U06982] Guy Judge September 2011
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.
11ECTA [U06982] Guy Judge September 2011
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.
12ECTA [U06982] Guy Judge September 2011
Trevor Breusch
Professor of Econometrics at the Australian National University.Well known for work on the Breusch-Godfrey and Breusch-Pagan tests
13ECTA [U06982] Guy Judge September 2011
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.
14ECTA [U06982] Guy Judge September 2011
Les Godfrey
Emeritus Professor of Econometrics at the University of York. Another who has been involved in the development of regression misspecification tests.
15ECTA [U06982] Guy Judge September 2011
Hal White
Professor of Econometrics at the University of California at San Diego and the man behind White tests and standard errors for heteroskedastcity.
16ECTA [U06982] Guy Judge September 2011
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.
17ECTA [U06982] Guy Judge September 2011
Sir Ronald A Fisher
Path-breaking biologist and statistician – the man behind the F test
18ECTA [U06982] Guy Judge September 2011
William Sealy Gosset (“Student”)
Chemist and statistician who, while working for Guinness, developed the t test.Published under the name “A Student”
19ECTA [U06982] Guy Judge September 2011
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
20ECTA [U06982] Guy Judge September 2011
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.
21ECTA [U06982] Guy Judge September 2011
Image sourcesJeff Wooldridge https://www.msu.edu/~ec/faculty/wooldridge/wooldridge.html David Hendry http://www.nuff.ox.ac.uk/General/Members/hendry.aspxJurgen Doornik http://www.inet.ox.ac.uk/content/dr-jurgen-doornikBill Greene http://people.stern.nyu.edu/wgreeneDamodar Gujarati: http://www.palgrave.com/economics/gujarati/about/author.htmlGary 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.aspTrevor Breusch https://researchers.anu.edu.au/researchers/breusch-tsAdrian Pagan http://www.onlineopinion.com.au/author.asp?id=5019Les 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.phpSir Ronald Fisher http://www.sciencephoto.com/media/225081/enlargeW S Gosset (“Student”) ttp://www.economics.soton.ac.uk/staff/aldrich/Figures.htm#stuDavid Dickey http://support.sas.com/training/us/bks/instr.htmlWayne Fuller http://www.amstat.org/careers/foundersaward.cfmJohn Muellbauer http://www.economics.ox.ac.uk/index.php/staff/muellbauer/