People we will meet

1ECTA [U06982] Guy Judge September 2011

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 textand writer of the LIMDEP software.


Damodar Gujarati

Professor of economics at the United States Military Academyat West Point and author of several introductory econometricstextbooks.


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 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/

https://www.msu.edu/~ec/faculty/wooldridge/wooldridge.html

http://www.nuff.ox.ac.uk/General/Members/hendry.aspx

http://www.inet.ox.ac.uk/content/dr-jurgen-doornik

http://people.stern.nyu.edu/wgreene

http://www.palgrave.com/economics/gujarati/about/author.html

http://www.strath.ac.uk/economics/staff/koopgaryprof/

http://are.berkeley.edu/~judge/

http://www.nottingham.ac.uk/economics/grangercentre/

http://ucsdnews.ucsd.edu/newsrel/awards/11-08EngleChair.asp

https://researchers.anu.edu.au/researchers/breusch-ts

http://www.onlineopinion.com.au/author.asp?id=5019

http://www.york.ac.uk/economics/our-people/staff-profiles/leslie-g-godfrey/

Education

People we will meet