neilshephard.bsky.social
Econometrician. Professor of Economics and Professor of Statistics, Harvard University. Frank B. Baird Jr, Professor of Science
👤 Joined on 06 February 2024
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I have a new paper. It is a general paper on filtering with an application to high frequency finance. I would be interested in hearing comments of course. arxiv.org/abs/2609.07207
Show Post✍ I celebrated International Labor Day by signing a new labor contract. 🏛️ I am delighted to share that I will be joining the Department of Statistics at Harvard University as a Senior Lecturer. 🙏 I have a lot of people to thank to who made this transition possible.
Show PostMy Harvard ID is a photo of me when I was 19years old. Apparently I’m not allowed to change it, but it’s still okay because Harvard had changed me. I’ve spent over a decade at #Harvard working as staff, research assistant, teaching fellow, now a PhD candidate. Wearing my crimson with pride 🗃️
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