2020 Arnold Zellner Award to Wayne Gao

Absolutely delighted to help spread the word that my young colleague Wayne Gao has won the 2020 Arnold Zellner Thesis Award in Econometrics and Statistics, for his Yale University dissertation "Essays in Network and Panel Modeling."  The Zellner Award is given annually for the best Ph.D. thesis dealing with an applied problem in Business and Economic Statistics. It is intended to recognize outstanding work by promising young researchers in the field.

Check out the past recipients below.  The list reads like a who's who of the past 25 years!

2019
Max Tabord-Meehan for the Northwestern University thesis "Essays in Econometrics".

Honorable Mention:
Vishal Kamat for the Northwestern University thesis "Essays in Microeconometrics".

Vira Semenova for the Massachusetts Institute of Technology thesis “Essays in Econometrics and Machine Learning”.

Zifeng Zhao for the University of Wisconsin-Madison thesis "Modeling Time Series via Copula and Extreme Value Theory”.

2018
Recipient:
Laura Liu for the University of Pennsylvania thesis "Point and Density Forecasts in Panel Data Models".

Honorable Mention:
Daniel R. Kowal for the Cornell University thesis "Bayesian Methods for Functional and Time Series Data".

2017
Recipient:
Rogier Quaedvlieg, for Maastricht University School of Business and Economics thesis "Risk and Uncertainty".

Geert Mesters for the Vrije University thesis "Essays on Nonlinear Panel Time Series Models".

Honorable Mentions:
Mingli Chen for the Boston University thesis "Research Related to High-Dimensional Econometrics".

2016
Recipient:
Pedro H. C. Sant'Anna, for the Universidad Carlos III de Madrid thesis "Essays on Duration and Count Data Models".

2015
Recipient:
Tim Christensen, for the Yale University thesis "Essays in Nonparametric Econometrics".

Honorable Mentions:
Rasmus Varneskov, for the Aarhus University thesis "Econometric Analysis of Volatility in Financial Additive Noise Models."

Dong Hwan Oh, for the Duke University thesis, "Copulas for High Dimensions: Models, Estimation, Inference, and Applications."

2014
Recipient:
Joachim Freyberger, for the Northwestern University thesis "Essays on Models with Endogeneity."

Honorable mentions:
Brendan Kline, for the Northwestern University thesis "Essays on the Econometrics of Games"

SeoJeong Lee, for the University of Wisconsin--Madison thesis "Misspecification-Robust Bootstrap for Moment Condition Models"

Minjing Tao, for the University of Wisconsin--Madison thesis "Large Volatility Matrix Inference Based on High-frequency Financial Data"

2013
Recipient:
Xin Tong, for the Princeton University thesis, "Learning with Asymmetry, High Dimension and Social Networks"

Honorable Mention:
Rob Hall, for the Carnegie Mellon University thesis, "New Statistical Applications for Differential Privacy"

2012
Recipient:
Alex Torgovitsky, for the Yale University thesis, "Essays in Econometric Theory."

Honorable Mention:
Zhipeng Liao, for the Yale University thesis, "Shrinkage Methods for Automated Econometric Model Determination."

2011
Recipient:
Kirill Evdokimov, for the Yale University thesis "Essays on Nonparametric and Semiparametric Econometric Models."

Honorable Mention:
Xu Cheng (2010 dissertation from Yale University) and Bryan Kelly (2010 dissertation from New York University)

2010
Co-Recipients:
Francesco Bianchi, for the Princeton thesis "Three Essays in Macroeconometrics," (PDF file).

Roopesh Ranjan, for the University of Washington thesis "Combining and Evaluating Probabilistic Forecasts," (PDF file).

2009
Recipient:
Amanda Ellen Kowalski, for the MIT thesis "Essays on Medical Care Using Semiparametric and Structural Econometrics" (PDF file, approx 1.02 Meg).

Honorable Mention:
Xun Tang, for the Northwestern University thesis "Essays in Empirical Auctions and Partially Identified Econometric Models," (PDF file, approx 1.23 Meg).

2008
Recipient:
Victor Todorov, for the Duke thesis "Jump Processes in Finance: Modeling, Simulation, Inference, and Pricings" (PDF file, approx 1.8 Meg).

Honorable Mention:
Andriy Norets, for the University of Iowa thesis "Bayesian Inference for Dynamically Discrete Choice Models".

2007
Recipient:
Panle Jia, for the Yale thesis "Entry and Competition in the Retail and Service Industries" (PDF file, approx 740 KB).

Honorable Mention:
Azeem M. Shaikh, for the Stanford University thesis, "Inference for Partially Identified Econometric Models," (PDF file, approx 980 KB).

2006
Recipient:
Philipp Schmidt-Dengler, for the Yale thesis "Empirical Analysis of Dynamic Models With Multiple Agents" (PDF file, approx 741 KB).

Honorable Mentions:
Zhongjun Qu for the Boston University thesis "Essays on Structural Change, Long Memory and Cointegration," (PDF file, approx 2.9 Meg).

Stephen P. Ryan for the Duke University thesis "Environmental Regulation in a Concentrated Industry" (PDF file, approx 1.0 Meg).

2005
Recipient:
Motohiro Yogo for the Harvard thesis "Essays on Consumption and Expected Returns" (PDF file, approx 1.0 Meg).

Honorable Mentions:
Morten Ø. Nielsen, for the University of Aarhus (Denmark) thesis, "Multivariate Fractional Integration and Cointegration," (PDF file, approx 2.2 Meg).

Giorgio E. Primiceri, for the Princeton University thesis, "The Effect of Stabilization Policy on U.S. Postwar Business Cycle Fluctuations" (PDF file, approx 1.5 Meg).

2004
Recipient:
Francesca Molinari for the Northwestern University thesis "Contaminated, Corrupted and Missing Data" (PDF file, approx 1.2 Meg).

Honorable Mentions:
Rebecca Hellerstein, for the University of California, Berkely thesis, "Empirical Essays on Vertical Contracts, Exchange Rates, and Monetary Policy," (PDF file, approx 550K).

Andrew Patton, for the University of California, San Diego thesis, "Applications of Copula Theory in Financial Econometrics," (PDF file, approx 1.5 Meg).

2003
Recipient:
Jin Gyo Kim for the University of Toronto thesis "Three Essays on Bayesian Choice Models" (PDF file, approx 4.3 Meg).

2002
Recipient:
Arie Beresteau for the Northwestern University thesis "Nonparametric Estimation of Supermodular Regression Functions with Applications to the Telecommunications Industry" (PDF file, approx 950K).

Honorable Mention:
Govert E. Bijwaard for the Free University (Amsterdam) thesis "Rank Estimation of Duration Models" (PDF file, approx 893K).

2001
Co-Recipients:
Mikhail Chernov for the Pennsylvania State University thesis "Essays in Financial Econometrics", available in PDF format, (approx 1.45 Meg).

Monika Piazzesi for the Stanford University thesis "Essays in Monitary Policy and Asset Pricing", available in PDF format, (approx 854K).

2000
Recipient:
Elie T. Tamer, for the Northwestern University thesis "Studies in Incomplete Econometric Models", which includes material from the following papers: "Incomplete Simultaneous Discrete Response Model with Multiple Equilibria," available in PDF format (approx 4.93 Meg) and "Inference on Regressions with Interval Data on a Regressor or Outcome," available in PDF format (approx 258K).

Honorable Mentions:
Alberto Abadie, for the MIT thesis "Semiparametric Instrumental Variable Methods for Causal Response Models," available in PostScript format (approx 816K).

Han Hong, for the Stanford University thesis "Equilibrium and Econometric Model of Ascending Auctions," available in PDF format (approx 909K).

1999
Co-Recipients:
Qiang Dai, for the Stanford University thesis "Specification Analysis of Affine Term Structure Models," available in PostScript (approx 594K) and PDF (approx 874K) formats.

Keisuke Hirano, for the Harvard University thesis "Essays on the Econometric Analysis of Panel Data," available on his research papers site.

1998
Recipient:
Patrick L. Bajari, for the University of Minnesota thesis "The First Price Sealed Bid Auction with Asymmetric Bidders: Theory with Applications."

Honorable Mentions:
Tong Li, for the University of Southern California thesis "Affiliated Private Values in OCS Wildcat Auctions,"

Ahmet K. Tahmiscioglu, for the University of Southern California thesis "A Bayesian Analysis of Pooling Cross-Section and Time Series Data: An Investigation of Company Investment Behavior."

1997
Recipient:
Jeffrey Currie, for the University of Chicago thesis "The Geographic Extent of the Market: Theory and Application to U.S. Petroleum Markets."

Honorable Mentions:
Jason Abrevaya, for the MIT thesis "Semiparametric Estimation Methods for Nonlinear Panel Data Models and Mismeasured Dependent Variables,"

Stephen Gray, for the Stanford thesis "Essays in Financial Economics."

1996
Recipient:
Ekaterina Kyriazidou, for the Northwestern University thesis "Essays in Estimation and Testing of Econometric Models." available in PDF format (approx 1.22 Meg).

Honorable Mention:
Graham Elliot, for the Harvard University thesis "Application of Local to Unity Asymptotic Theory to Time Series Regression."

1995
Recipient:
Marjorie Rosenberg, for the University of Michigan thesis "A Hierarchical Bayesian Model of the Rate of Non-Acceptable In-patient Hospital Utilization.", which led to the paper "A Statistical Control Model for Utilization Management Programs", available in PDF format.

Honorable Mention:
Phillip Braun, for the University of Chicago thesis "Asset Pricing and Capital Investment."

1994
Recipient:
Geert Bekaert, for the Northwestern University thesis "Empirical Analysis of Foreign Exchange Markets: General Equilibrium Perspectives."

Honorable Mention:
Yacine Aït-Sahalia, for the MIT thesis "Nonparametric Functional Estimation with Applications to Financial Models," which includes material from the following papers: "Nonparametric Pricing of Interest Rate Derivative Structures," available in PDF format (approx 1.66 Meg) and "Testing Continuous Time Models of the Spot Interest Rate" available in PDF format (approx 1.66 Meg)