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Northwestern Economics has a high-profile Econometrics group that includes five research-active professors. Our Econometrics group is especially known for an approach to inference that emphasizes minimal plausible assumptions and robustness. This approach focuses on the roles various assumptions play in shaping the conclusions that can be drawn from data about features of interest in a given model. This approach has greatly influenced both econometric theory and the conduct of empirical work in economics.

Our faculty is currently involved in research projects on identification analysis, statistical decision theory, inference in nonparametric instrumental variable models, learning from data in models with strategic interactions and social interactions, and inference with moment inequalities. In addition, affiliated faculty in the Economics Department and at the Kellogg School of Management work on areas related to inference in dynamic stochastic general equilibrium (DSGE) macroeconomic models, and empirical models of finance and asset pricing.

The Center for Econometrics supports econometrics research at Northwestern. In addition to funding graduate students interested in econometrics, the Center sponsors a series of external visitors who spend a week in the department, interacting with faculty and students. Our group also holds at least one conference per year on topics of interest. We also offer a lively weekly econometrics seminar, which features external speakers. In addition, we have a weekly student-run lunch seminar where students present their papers or work-in-progress. All these activities provide our student with a unique exposure to cutting-edge research.

For students interested in Econometrics, Northwestern offers one of the most supportive and nurturing environments anywhere - an environment that allows them to excel. This is manifested in outstanding placement outcomes. Many of our students have gone on to tenured or tenured track positions at top departments, including top-five economics departments.