In financial econometrics, an autoregressive conditional duration (ACD, Engle and Russell (1998)) model considers irregularly spaced and autocorrelated intertrade durations.
Dholakia is an alumnus of the Maharaja Sayajirao University, Baroda and holds a Doctorate in Econometrics.
"The Cowles Commission Contributions to Econometrics at Chicago: 1939-1955" Journal of Economic Literature.
He received an A.B. (summa) from Harvard in 1988, studying under Benjamin M. Friedman, and went on to study at the London School of Economics (MSc. in Econometrics and Mathematical Economics) where he was a recipient of a Marshall Scholarship.
Sojo graduated from the Monterrey Institute of Technology and Higher Studies (ITESM) with a bachelor's degree in Economics and received both a master's degree in Economics and a doctorate in Industrial Organization and Finance from the University of Pennsylvania, where he published several papers on econometrics and time-series with Lawrence Klein, the 1980 laureate of the Nobel Memorial Prize in Economic Sciences.
From 1954 to 1959, and again from 1961 to 1968, he held various positions with the Dominion Bureau of Statistics (later renamed Statistics Canada), the final one being Director, Research and Econometrics Staff.
With his final term paper he won the International Scholarship of Flanders-prize and was able to study two years of econometrics at Lawrence Klein.
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Multidimensional analysis is an econometric method in which data are collected over more than two dimensions (typically, time, individuals, and some third dimension).
Paul Oslington studied at James Ruse Agricultural High School and Macquarie University before completing a Master of Economics/Econometrics with Honours and PhD in Economics from the University of Sydney and a Bachelor of Divinity from Melbourne College of Divinity.
In econometrics, Prais–Winsten estimation is a procedure meant to take care of the serial correlation of type AR(1) in a linear model.
In 2011 the Editors of The Econometrics Journal initiated the annual Denis Sargan Econometrics Prize, awarded annually to the best article published in journal.
Trygve Magnus Haavelmo (13 December 1911 – 28 July 1999), born in Skedsmo, Norway, was an influential economist with main research interests centered on the fields of econometrics and economics theory.