Econometrics provides the methods that empirical economists use to learn from data. It is the bridge between data and economic theory, providing methods for both testing and refining theories and for using those theories to make quantitative predictions. It is also an interdisciplinary field, using tools from mathematics, statistics, computer science, and machine learning.

Recent econometrics research has studied how to analyze new kinds of data--like big datasets with many observations, many variables, or both, and high frequency datasets which record many observations in a short period of time. It has also provided new methods for analyzing traditional data sources, including methods for measuring sampling uncertainty and methods for understanding causality.

  Faculty Member
Tim Bollerslev headshot

Tim Bollerslev, Juanita and Clifton Kreps Distinguished Professor of Economics, in Trinity College of Arts and Sciences

Professor Bollerslev conducts research in the areas of time-series econometrics, financial econometrics, and empirical asset pricing finance.
Anna Bykhovskaya
Anna Bykhovskaya, Assistant Professor of Economics

Professor Bykhovskaya's research interests lie time series econometrics, with an emphasis on nonstationarity such as unit roots and cointegration.

professor matt masten

Matt Masten, Associate Professor of Economics

Professor Masten is an econometrician working on identification and causal inference. His current focus is on robustness and sensitivity analysis.
Patton Named Zelter Family Professor of Economics

Andrew Patton, Zelter Family Distinguished Professor

Professor Patton’s research interests lie in financial econometrics, with an emphasis on forecasting volatility and dependence, forecast evaluation methods, and the analysis of hedge funds and mutual funds

Pollmann, Michael

Michael Pollmann, Assistant Professor of Economics

Professor Pollmann’s research in econometrics focuses on causal inference and high-dimensional methods.

Professor Adam Rosen Brings Microeconometrics Expertise to Duke Econ

Adam Rosen, Professor of Economics