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Spring School > LecturersPatrick GAGLIARDINI, University of Lugano
Patrick Gagliardini is professor of econometrics at University of Lugano and member of the Swiss Finance Institute
His scientific interests are in the area of econometrics, with special emphasis on financial econometrics. His current research focuses on panel factor models, recent developments in Generalized Method of Moments (GMM) estimation and derivative pricing and Tikhonov regularization for nonparametric estimation with instrumental variables.
George TAUCHEN, Duke University
George Tauchen is W. H. Glasson Professor of Economics and Finance Duke University. He is also a fellow of the Econometric Society, a fellow of the American Statistical Association, fellow of the Journal of Econometrics, fouding fellow of the Society for Financial Econometrics, founding fellow of the International Association for Applied Econometrics (IAAE), and fellow of the International Engineering and Technology Institute (IETI). He has developed several important new techniques for making statistical inference from time series data and for testing models of financial markets. He is former Editor of the Journal of Business and Economic Statistics (JBES) and The Journal of Financial Econometrics. He also is former associate editor of Econometrica, Econometric Theory, The Journal of the American Statistical Association, and JBES. |
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