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Econometricians

16 articles

Badi H. Baltagi

Badi H. Baltagi is a Lebanese-born econometrician and Distinguished Professor at Syracuse University, known for panel data econometrics and his textbook Econometric Analysis of Panel Data.

Bruce E. Hansen

Bruce E. Hansen is an American econometrician at the University of Wisconsin-Madison, known for threshold regression, including his highly cited 1999 paper on threshold effects in panels.

Christopher Baum

Christopher F. (Kit) Baum, born 1951, is an American econometrician at Boston College, author of widely used Stata software and founder of the SSC archive.

Halbert White

Halbert Lynn White, Jr. (1950–2012) was an American econometrician at the University of California, San Diego, whose 1980 heteroskedasticity-consistent estimator and 1982 misspecification theory reshaped empirical economics.

J. Denis Sargan

J. Denis Sargan (John Denis Sargan) was a British econometrician and LSE professor, remembered as the leading British econometrician of his generation and namesake of the Sargan test.

James MacKinnon

James G. MacKinnon, born 1951, is a Canadian econometrician who spent his career at Queen's University and is best known for the J test and bootstrap inference.

Jeffrey Wooldridge

Jeffrey M. Wooldridge is an econometrician at Michigan State University since 1991, author of Introductory Econometrics and Econometric Analysis of Cross Section and Panel Data, and a Clarivate Highly Cited Researcher in 2025.

Jushan Bai

Jushan Bai is a Chinese-born econometrician and professor of economics at Columbia University, known for the Bai–Perron theory of multiple structural breaks and for large-dimensional factor models.

Max H Farrell

Max H Farrell is an American econometrician, an Associate Professor at UC Santa Barbara since 2023 and an Amazon Scholar, known for machine learning methods in causal inference.

Mike Tsionas

Efthymios (Mike) G. Tsionas (1965–2024) was a Greek economist and econometrician, a principal architect of modern stochastic frontier analysis, who taught at Lancaster University and Athens University of Economics and Business.

Oliver Bruce Linton

Oliver Bruce Linton is a British econometrician and Professor of Political Economy at the University of Cambridge, best known for developing nonparametric and semiparametric estimation methods.

Peter C. B. Phillips

Peter C. B. Phillips is a New Zealand-born econometrician and Sterling Professor Emeritus at Yale, ranked 8th among economists worldwide and creator of the Phillips–Perron test.

Philip Hans Franses

Philip Hans Franses (born 1963) is a Dutch econometrician, professor of applied econometrics and marketing research at Erasmus University Rotterdam, and Dean of its economics school from 2006 to 2019.

Subal C. Kumbhakar

Subal C. Kumbhakar is an econometrician and SUNY Distinguished Research Professor at Binghamton University, known for stochastic frontier analysis and the widely cited book Stochastic Frontier Analysis.

Whitney Newey

Whitney Newey is an American econometrician at MIT, best known as co-creator of the Newey–West estimator, a widely used method for computing regression standard errors.

Yongcheol Shin

Yongcheol Shin is an econometrician and professor at the University of York, known for the KPSS test, the Im-Pesaran-Shin panel unit root test, and ARDL bounds testing.