Harding Econometrics Research Group

PI: Matthew Harding Current research interests: identification and estimation of high-dimensional latent variable models using Random Matrix Theory, social networks, Bayesian nonparametrics, weak instruments, non-linear models, energy and resource economics.   Administrative Assistant Patricia Luna (luna@stanford.edu) Post-doctoral Associate K. Krishnan Nair (http://www.stanford.edu/~kknair) I completed my PhD in Civil and Environmental Engineering from Stanford University in 2007. My current research interests are probabilistic methods with applications in engineering and finance. My present research work deals with applications of random matrix theory in (i) financial econometrics (in particular high dimensional factor models) and (ii) non parametric identification of communities in high dimensional stochastic networks.   Graduate Students Joel Beal Research interests: Primary: Public economics and Environmental economics Secondary: Industrial organization   Kenneth Gillingham Kenneth Gillingham is a Ph.D. candidate in management science & engineering, with a Ph.D. minor in economics. His research interests lie in energy and environmental economics, applied econometrics, and industrial organization. Prior to his Ph.D. studies, he was in New Zealand on a Fulbright Fellowship, and worked at the White House Council of Economic Advisers and Resources for the Future in Washington, DC. He has published over ten articles in a variety of journals, including the Energy Journal, Annual Review of Resource Economics, and Energy Economics. He holds an M.S. in statistics and an M.S. in management science & engineering from Stanford, as well as an A.B. with high honors from Dartmouth. Paul Ma Paul is interested in applied econometrics analyzing high frequency data and human capital acquisition in developing countries. Marcel Priebsch (priebsch@stanford.edu) Marcel is a PhD candidate in economics and business with broad interest in microeconomics, finance, and econometrics. His current research focuses on term structure modeling with an emphasis on macro finance models and low-interest environments. Past projects also include research on venture capital finance, information pooling in political assemblies, and strategic transmission of interim performance evaluation. Shao Xuanwen I'm interested in using statistical tools to solve problems in economics and finance. I am currently working on simulating out of sample forecasting with quantile regressions. xuanwenshao@stanfordalumni.org   Undergraduate Students Marco Beltran (redcube2@stanford.edu) I am currently working on a project investigating speculation in oil markets. My interests primarily lie in the energy industry, and encompasses many aspects of it.   Patrick Boyd Patrick is a senior majoring in economics. He is interested in economics and the law and hopes to attend law school upon graduation.   A. Rachid El Khatabi A current Stanford Undergraduate in the Departments of Economics and Biology. Academic interests include the economics and biology of chronic and infectious diseases, as well as political economics. Past research includes working on projects that involved collecting data and indices to model world inflation, exploring political events in the Middle East to understand how political shocks influence oil prices, and measuring the effect of different demographic characteristics on types of food purchases. Current project is on measuring the effect of the principal agent problem in energy consumption. Paris Georgoudis (parisge@gmail.com) Paris is a senior, from Athens, Greece, majoring in Economics with Honors and is doing a minor in MS&E, with special interest in energy optimization, world trade and financial economics. He has been involved in econometric research with the Economics department for the past two years and has worked with Professor Harding on health care, energy, world trade, and consumer preferences. He has interned for the past two summers with Morgan Stanley in London, and the National Bank of Greece, respectively. He is currently working on two senior honors theses which focus on the effects of the economic crisis on bilateral trade flows and the financial markets prediction of M&A deals. In his free time, he enjoys playing volleyball, tennis, and golf, playing cards, and good Greek food. Lara Sofia Romero Lara Sofia is an undergraduate senior at Stanford University of the class of 2010 and a B.A. candidate in International Relations and Economics. Her previous research explored the aggravating factors a jury considers when deciding whether to impose the death penalty. Her work helped to determine whether aggravating factors recorded in death penalty data crime reports correlate with state specific laws. Her current work studies the deterrent effects associated with statutory rape legislation and health outcomes. Beyond academic study, her other interests include dance (ballet, contemporary, and modern), learning languages, as well as writing and reading fiction, non-fiction, and poetry. Art Tosborvorn (artt@stanford.edu) Art is a senior from Thailand majoring in Economics and MCS (Math & Comp Sci). He thinks he is interested in something called "computational economics" although international economics seems pretty interesting too. He plays music, badminton, squash, etc. in his free time.   Jeffrey Wong Jeffrey is a junior majoring in Math & Computational Science and minoring in Economics. He was born in Hawaii but grew up in Seattle, Washington. His interests are in financial mathematics, risk analysis, game theory, and programming computer games.