Econometrics
Program Director(s)
Overview
Overview of Courses
The department offers an intensive six semester sequence of courses in econometric theory and its applications. These courses enable incoming students to cover foundational material in probability theory and econometric methods. Students with strong backgrounds are encouraged to enter the second year sequence which covers modern asymptotic theory, parametric and nonparametric modeling, time series, panel data methods, and microeconometrics. Further advanced topics courses are available in the following year as well as courses taught by faculty who specialize in empirical work.
Requirements
Seminars
The Department runs three weekly workshop meetings in econometrics. A formal Econometrics Seminar hosts speakers invited from other universities to report on their latest research and to provide overviews of developing research areas. A less formal Econometrics Research Workshop enables students and faculty to discuss their own ongoing work and go over the details of technical proofs in their papers. The Workshop also provides a venue for short term visitors to discuss extensions and applications of the work presented in the Econometrics Seminar. An informal Econometrics Prospectus Lunch, funded by the Cowles Foundation, is intended primarily for our graduate students to assist them in moving forward with their own research agendas, to prepare them for writing a dissertation prospectus, and to report on ideas and early findings. The Lunch enables faculty to discuss recent ideas and wider issues of econometrics, including the history of econometric thought. The Lunch is a convenient venue also for our former students who are working in government or industry to report on their work in these sectors.
Other Recommended Courses
Students are encouraged to take advanced courses in the Statistics, Mathematics, and Computer Science Departments, where many complementary courses are offered.
Activities during the academic year
Journals at Cowles
Program Conferences
See the Conference page for all listings (formally called Structural Microeconomics).
Partial Identification, Weak Identification, and Related Econometric Problems
Visititors
(for contact info, see Visiting Faculty page)
2019-2020
- Chetverikov, Denis,
University of California, Los Angeles
- Christensen, Timothy,
New York University
- Kaplan, David,
University of Missouri
- Kim, Min Seong,
University of Connecticut
- Li, Jia,
Duke University
- Liang, Tengyuan,
University of Chicago Booth
- Moon, Hyungsik Roger,
University of Southern California
- Yao, Shuang,
Wuhan University
2018-2019
- Canay, Ivan,
Northwestern University
- Chen, Songnian,
HKUST
- Cheng, Xu,
University of Pennsylvania
- Chesher, Andrew,
University College London (UCL)
- Chopin, Nicolas,
ENSAE
- Davezies, Laurent,
CREST
- Ding, Peng,
University of California, Berkeley
- Fitzenberger, Bernd,
Humboldt-Universitat zu Berlin
- Kei, Hirano,
Pennsylvania State University
- Leung, Michael,
University of Southern California
- Yuan Liao,
Rutgers University
- Sant-anna, Pedro,
Vanderbilt University
- Seo, Matt (Myung),
Seoul National University
- Shaikh, Azeem,
The University of Chicago
- Tamer, Elie,
Harvard University
- Torgovitsky, Alexander ,
The University of Chicago
2017-2018
- Andrews, Isaiah,
MIT
- Belloni, Alexandre,
Duke University
- Buchinsky, Moshe,
University of California Los Angeles
- Chalak, Karim,
University of Virginia
- Connault, Benjamin,
University of Pennsylvania
- D'Haultfoeuille, Xavier,
Crest-Ensae
- Galichon, Alfred,
New York University
- Graham, Bryan,
University of California Berkeley
- Han, Sukjin,
University of Texas-Austin
- Lieberman, Offer,
Bar-IIan University
- Matzkin, Rosa,
UCLA
- Moon, Hyungsik Roger,
University of Southern California
- Schorfheide, Frank,
University of Pennsylvania
- Shi, Xiaoxia ,
University of Wisconsin-Madison
- Yi, Yanping,
Shaghai University of Finance and Economics
2016-2017
- Bugni, Federico,
Duke University
- Evdokimov, Kirill,
Princeton University
- Guggenberger, Patrik,
Penn State
- Hong, Han,
Stanford University
- Honoré, Bo,
Princeton University
- Li, Tong,
Princeton University
- Linton, Oliver,
University of Cambridge
- Mammen, Enno,
Heidelberg University
- Moriera, Marcelo,
Fundação Getúlio Vargas (FGV/EPGE)
- Müller, Ulrich,
Princeton University
- Newey, Whitney,
MIT
- Nickl, Richard,
University of Cambridge
- Robins, James ,
Harvard University
- Shaikh, Azeem,
University of Chicago
- Tamer, Elie,
Harvard University
- Wellner, Jon A.,
University of Washington
- Whang, Yoon-Jae,
Seoul National University
2015-2016
- Abadie, Alberto,
Harvard University-Kennedy
- Andrews, Isaiah,
Harvard School of Fellows
- Brunel, Victor-Emmanuel,
ENSAE Paris Tech
- Cheng, Xu,
University of Pennsylvania
- Chetverikov, Denis,
University of California, Los Angeles
- de Paula, Aureo,
University College London
- Fan, Jianqing,
Princeton University
- Han, Sukjin,
University of Texas-Austin
- Magdalinos, Tassos,
University of Southampton
- McCloskey, Adam,
Brown University
- Otsu, Taisuke,
London School of Economics
- Wang, Qiying,
University of Sydney
- Whang, Yoon-Jae,
Seoul National University
- Yi, Yanping,
Shaghai University of Finance and Economics
- Bhattacharya, Debopam, University of Oxford
- Breunig, Christoph, Universitat Mannheim
- Brunel, Victor-Emmanuel, ENSAE Paris Tech
- Chesher, Andrew, University College London
- de Paula, Auero, University College London
- Ichimura, Hidehiko, University of Tokyo
- Kato, Kengo, University of Tokyo
- Liao, Zhipeng, UC-Los Angeles
- Mikusheva, Anna, MIT
- Moon, Hyungsik, Roger, University of Southern California
- Moreira, Marcelo J., FGV.EPGE
- Patilea, Valentin, ENSAI
- Powell, James L., University of California, Berkeley
- Sasaki, Yuya, Johns Hopkins University
- Smith, Richard, University of Cambridge
- Vytlacil, Edward, NYU
- Whang, Yoon-Jae, Seoul National University
- Xu, Ke-Li, Texas A&M University
- Bonhomme, Stéphane, University of Chicago
- Breunig, Christoph, Universitat Mannheim
- Florens, Jean-Pierre, Toulouse School of Economics
- Gallant, Ronald, Pennsylvania State
- Han, Sukjin, University of Texas-Austin
- Kheifets, Igor, New Economic School, Russia
- Kolesár, Michal, Harvard University
- Lee, Sokbae “Simon”, Seoul National University
- Racine, Jeffrey S., McMaster University
- Rosen, Adam, University College London
- Santos, Andres, UC-San Diego
- Smith, Richard, University of Cambridge
- Van Keilegom, Ingrid, Université Catholique de Louvain
- Tsybakov, Alexandre, CREST et Université Paris 6 Pierre et Marie Curie
- Han, Sukjin, University of Texas-Austin
- Jun, Sung Jae, Penn State University
- Kaido, Hiroaki, Boston University
- Kalliovirta, Leena, University of Helsinki
- Kitagawa, Toru, University College London
- Komarova, Tatiana, London School of Economics
- Otsu, Taisuke
- Su, Che-Lin, University of Chicago
- Tabri, Rami, McGill University
- Wu, Wei Biao, University of Chicago
- Xiao, Zhijie, Boston College
- Hong, Han, Stanford University
- Ichimura, Hidehiko University of Tokyo
- Jansson, Michael, UC-Berkeley
- Loubes, Jean-Michel, University of Toulouse
- Magdalinos, Anastasios, University of Nottingham
- Manski, Charles, Northwestern University
- Cavalier, Laurent, University of Aix-Marseille 1
- Lee, Sokbae (Simon), University College London
- Giraitis, Liudas, Queen Mary University
- Hansen, Lars Peter, University of Chicago
- Hirano, Keisuke, University of Arizona
- Konishi, Yoko, RIETI, JSPS
- Li, Tong, Vanderbilt University
- Lieberman, Offer, University of Haifa
- Linton, Oliver, London School of Economics
- Magnac, Thierry, University of Toulouse 1
- Ploberger, Werner, Washington University-St. Louis
- Robinson, Peter, London School of Economics
- Wang, Qiying, University of Sydney
- Whang, Yoon-Jae, Seoul National University
- Zhou, Huibin, Yale University
- Chabe-Ferret, Sylvain, CEMAGREF
- Chang, Yoosoon, Indiana University
- Chernozhukov, Victor, MIT
- Fan, Yanqin, Vanderbilt University
- Hirano, Keisuke, University of Arizona
- Horowitz, Joel, Northwestern University
- Kasparis, Ioannis, University of Cyprus
- Konishi, Yoko, RIETI, JSPS
- Lee, Sokbae (Simon), University College London
- Lee, Yoonseok, University of Michigan
- Magdalinos, Anastasios, University of Nottingham
- Park, Joon, Indiana University
- Spokoinyi, Vladimir, Weierstrass Institute & Humboldt University
- Taylor, Robert, University of Nottingham
- Wang, Yazhen, UC-San Diego
- Whang, Yoon-Jae, Seoul National University
- Yildiz, Nese, University of Rochester
- Jeganathan, Paramara, Indian Statistical Institute
- Kalnina, Ilze, London School of Economics
- Konishi, Yoko, Japan Society of Promotion
- Lee, Lung-Fei, Ohio State University
- Magdalinos, Tassos, University of York (UK)
- Matsushita, Yukitoshi, Japan Society of Promotion
- Shaikh, Azeem, University of Chicago
- Shimotsu, Katsumi, Queen’s University
- Stoye, Jörg, NYU
- Wang, Qiying, University of Sydney
- Whang, Yoon-Jae, Seoul National University
- Chesher, Andrew, University College London
- Gao, Jiti University of Western Australia
- Guggenberger, Patrik, UC-Los Angeles
- Kalnina, Ilze, London School of Economics
- Bhattacharaya, Paramara, Indian Statistical Institute
- Linton, Oliver, London School of Economics
- Sun, Yixiao, UC-San Diego
- Bhattacharaya, Debopam
- Chen, Xiaohong, NYU
- Florens, Jean-Pierre, University of Toulouse
- Gautier, Eric, INSEE
- Shaikh, Azeem, Stanford University
- Wang, Qiying, University of Sydney
- Chen, Xiaohong, New York University
- Jeganathan, Paramara, Indian Statistical Institute
- Matzkin, Rosa, Northwestern University
- Moreira, Marcelo, Harvard University
- Arellano, Manuel, CEMFI
- Carlos, Juan, Escanciano, Navarra
- Okui, Ryo, University of Pennsylvania
- Jeganathan, Paramara, Indian Statistical Institute
- Ploberger, Werner, University of Rochester
- Whang, Yoon, Korea University
- Bauer, Dietmar, Technical University of Vienna
- Gao, Jiti, University of Western Australia
- Jeganathan, Paramaraj, Indian Statistical Institute
- Maynard, Alex, University of Toronto
- Whang, Yoon, Korea University
- Chao, John, University of Maryland
- Chesher, Andrew, University College London
- Geweke, John, University of Iowa
- Linton, Oliver, London School of Economics
- Shimotsu, Katsumi, University of Essex
- Knight, Keith, University of Toronto
- Lieberman, Offer, Technion-Israel Institute of Technology
- Linton, Oliver, London School of Economics
- Shimotsu, Katsumi, University of Essex
- Smith, Richard, University of Bristol
- Chang, Yoosoon, Rice University
- Mayoral, Laura, Universidad Carlos Ill de Madrid
- Park, Joon, Seoul National University
- Ploberger, Werner, University of Rochester
- Whang, Yoon, Ewha Women’s University