Neil Shephard

@neilshephard.bsky.social

230 followers 150 following 22 posts

Econometrician. Professor of Economics and Professor of Statistics, Harvard University. Frank B. Baird Jr, Professor of Science

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Neil Shephard, FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and the Department of Statistics at Harvard University.

Source: Wikipedia

Economics 71%

Mathematics 17%

Posts Replies Media Videos

Neil Shephard @neilshephard.bsky.social · 9d

Interesting time series experiments paper by Peng Ding and coauthor:

arxiv.org/pdf/2510.22864

Connected to my 2018 JASA paper with Iavor Bojinov.

Neil Shephard @neilshephard.bsky.social · 9d

Very sad about Ron passing away. One of the most stimulating econometricians I have come across during my career. A very fine scientist, always pushing areas he was interested in to the highest standards, not following the crowd. A wonderful person to spend time with.

Tim Bresnahan @timobres.bsky.social · 21d

It is with great sadness that I report the passing of Ron Gallant, a gifted econometrician. This Penn State page (there's also Duke and NC among his employers) links to his individual website. econ.la.psu.edu/people/arg21/

Ronald Gallant - Department of Economics

econ.la.psu.edu

Neil Shephard @neilshephard.bsky.social · 14d

Congrats to my colleague Lucas Janson who has been promoted to a tenured Professorship at Harvard Statistics. He works on high-dimensional statistics and machine learning. You can read more about his remarkable career at

lucasjanson.fas.harvard.edu

Reposted by Neil Shephard

Tim Bresnahan @timobres.bsky.social · 21d

Ronald Gallant - Department of Economics

econ.la.psu.edu

Neil Shephard @neilshephard.bsky.social · 29d

This seems very interesting. I would be keen to hear about experiences with Refine.

Ben Golub @bengolub.bsky.social · 29d

Check out refine.ink for AI technical referee reports on your papers if you haven't tried it yet

DM me or reply if you want preview credits to see how it performs on papers of various kinds

Jessica Leight @leightjessica.bsky.social · Oct 10

#econtwitter #econsky: recently used Refine.ink (developed by @ben_golub) as a AI assessment tool for papers + it is amazing, so wanted to share some examples of what it can do if you are curious. (It's much, much better than other free tools I've used)

Reposted by Neil Shephard

Ben Golub @bengolub.bsky.social · 29d

Check out refine.ink for AI technical referee reports on your papers if you haven't tried it yet

DM me or reply if you want preview credits to see how it performs on papers of various kinds

Jessica Leight @leightjessica.bsky.social · Oct 10

Reposted by Neil Shephard, Joshua L. Rosenbloom, Caroline Fohlin

Tim Bresnahan @timobres.bsky.social · Aug 20

There are accusations of impropriety against Lisa Cook, a fine economist, once again. Last time (around her confirmation as a Fed Board Governor) the specifics were public and obviously nonsense. This time, they may be buried in lawfare for a while. I stand with Lisa D. Cook.

Reposted by Neil Shephard

Eric Topol @erictopol.bsky.social · Aug 10

Could a metal ion supplement that cost pennies per day protect from Alzheimer's disease?
erictopol.substack.com/p/lithium-an...

lithium ion trapped by beta-amyloid and the way to get around it

Reposted by Neil Shephard

Dr Ellie Murray, ScD @epiellie.bsky.social · Mar 6

Some personal news: I have resigned from Boston University as of this week.

Those of you that have been following me for a while will know I have been having some health issues—I have resigned to focus on recovery.

I’ve also started a newsletter (epiellie.substack.com), so please follow me there.

E is for Epi | Ellie Murray, ScD | Substack

Making sense of the science of public health. Click to read E is for Epi, by Ellie Murray, ScD, a Substack publication with hundreds of subscribers.

epiellie.substack.com

Reposted by Neil Shephard

NBER @nber.org · Jul 21

N. Gregory Mankiw, Robert M. Beren Professor of Economics at Harvard University, presented the 2025 Martin Feldstein Lecture on "The Fiscal Future." https://www.youtube.com/watch?v=B916t3od8fM

Neil Shephard @neilshephard.bsky.social · Jul 13

Fun paper on the Repo market

www.federalreserve.gov/econres/note...

The $12 Trillion US Repo Market: Evidence from a Novel Panel of Intermediaries

The Federal Reserve Board of Governors in Washington DC.

www.federalreserve.gov

Reposted by Neil Shephard

Royal Statistical Society @royalstatsoc.bsky.social · Jul 11

We've published the inaugural editorial for our new journal RSS: Data Science and Artificial Intelligence 📚

We are open for submissions! 🥳

academic.oup.com/rssdat/artic... #DataScience #AI

Introducing RSS: Data Science and Artificial Intelligence

Data, evidence, and decisions have been at the heart of the Royal Statistical Society since its foundation nearly two centuries ago. It has seen a shift fr

academic.oup.com

Reposted by Neil Shephard, Ingo Rohlfing, Pepper D. Culpepper , and 1 more Neil Shephard, Ingo Rohlfing, Pepper D. Culpepper, Jake Anders

Maksim Zubok @antndlcrx.bsky.social · Jul 9

Excited to announce the #OxfordLLMs tuition-free AI workshop for social scientists!

Join us for 5 days of lectures, coding tutorials, and collaborative research, to learn hot to use LLMs for social science🙂

Dates: 22-26 September
Venue: @nuffieldcollege.bsky.social
llmsforsocialscience.net

Oxford LLMs

A Workshop for Social Science Researchers

llmsforsocialscience.net

Reposted by Neil Shephard

Jaap Abbring @jaap.abbring.org · Jul 1

Tonight, #RES2025 will present the 2024 Denis Sargan Econometrics Prize to Rahul Singh & Liyang Sun for their #EctJ article on doubly robust analysis of local average treatment effects and more general complier parameters

res.org.uk/2024-denis-s...

2024 Denis Sargan Econometrics Prize - Royal Economic Society

RES is pleased to announce that the 2024 Denis Sargan Econometrics Prize has been awarded to Rahul Singh and Liyang Sun.

res.org.uk

Reposted by Neil Shephard

λ³🎲 @cubiclogic.bsky.social · Jun 20

Shunichi Amari has been awarded the 40th (2025) Kyoto Prize in recognition of his pioneering research in the fields of artificial neural networks, machine learning, and information geometry

www.riken.jp/pr/news/2025...

甘利俊一栄誉研究員が「京都賞」を受賞

甘利俊一栄誉研究員（本務：帝京大学先端総合研究機構特任教授）は、人工ニューラルネットワーク、機械学習、情報幾何学分野での先駆的な研究が評価され、第40回（2025）京都賞（先端技術部門　受賞対象分野：情報科学）を受賞しました。

www.riken.jp

Reposted by Neil Shephard

Dr. Kareem Carr, Ph.D. @kareemcarr.bsky.social · Jun 19

My Vital Statistics newsletter is launching in 6 weeks.

It’s for anyone curious about data, models, and what they can teach us about the world.

Sign up now: kareemcarr.substack.com

Reposted by Neil Shephard

Warwick Statistics @warwickstats.bsky.social · Jun 12

Congratulations to PhD student Rocco Caprio on the acceptance of his first paper, "Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities" arxiv.org/abs/2403.0..., on functional
inequalities and algorithm convergence - it will appear in JMLR.

Neil Shephard @neilshephard.bsky.social · May 15

Mixed day. With TF team grading the Stat111 course I teach with Joe Blitzstein. Harvard is an extraordinary place to work. Grading is a JOY with them. Also talked to my tenure track Stats colleagues who were having their U.S. Govt grants cancelled today solely for working at Harvard.

Neil Shephard @neilshephard.bsky.social · May 12

Assume: 2% inflation, 2% real wage rises, 9% returns. An institution can spend 5% a year on employing the same number of folk each year for ever.

If returns are taxed at 21%, net returns become 7.1%. Can then spend 3.1% a year.

Tax reduces spend from 5% to 3.1%: about a 40% fall.

Reposted by Neil Shephard, Michelle Kelly‐Irving, Owen Ozier

John Burn-Murdoch @jburnmurdoch.ft.com · May 12

Ever wondered why some charts are more effective and engaging than others?

I’ll be going through all the theory, evidence and principles behind compelling data storytelling from this Wednesday.

Free to watch for anyone who is interested: www.eventbrite.co.uk/e/the-fundam...

Neil Shephard @neilshephard.bsky.social · May 2

Admirable article by Harvard CS colleague Boaz Barak on "professionalism" in the classroom

www.nytimes.com/2025/05/02/o...

Neil Shephard @neilshephard.bsky.social · Apr 29

Congratulations to my Harvard Statistics colleague Jun Liu for being elected to the (U.S.) National Academy of Sciences. Jun's work on Monte Carlo and sequential learning has been an inspiration for me. The breadth of his research is extraordinary.

statistics.fas.harvard.edu/people/jun-s...

Neil Shephard @neilshephard.bsky.social · Apr 29

Congrats to our Harvard Statistics colleague Mark Sellke for being award the Rollo Davidson Prize in probability:

msellke.com

His research is extraordinarily wide ranging over probability, mathematical physics, theoretical computer science, algorithms and statistics

Mark Sellke

msellke.com

Neil Shephard @neilshephard.bsky.social · Apr 29

Congratulations to Chris Walker after his Ph.D. defense at Harvard Econ. You can read about his research on Bayesian econometrics at
sites.google.com/view/cdwalke...
He is to be an Assistant Professor of Econ at Duke in the fall.

Reposted by Stephen P. Jenkins, Neil Shephard, Matthias Doepke , and 6 more Stephen P. Jenkins, Neil Shephard, Matthias Doepke, Lorraine Dearden, Duncan Green, Janne Tukiainen, Keith Head, Aija Leiponen, Daniël van Vuuren

Justin Wolfers @justinwolfers.bsky.social · Apr 29

"I'm going to govern in econometrics" is a winning campaign slogan for the ages.

Reposted by Neil Shephard, René Böheim, Janne Tukiainen , and 2 more Neil Shephard, René Böheim, Janne Tukiainen, Bruce Bradbury, Lisa Tompson

Eva Vivalt @evavivalt.bsky.social · Apr 29

Quite the quote.

Reposted by Neil Shephard

Sascha O. Becker @essobecker.bsky.social · Apr 24

I love the Economic Journal referees ❤️
Revised version of a paper received on April 15. Sent out to original reviewers on the same day. All four referees have come back to me in less than 10 days.
Paper is now conditionally accepted, subject to checks by the EJ Data Editor 🚀 @resmedia.bsky.social

Neil Shephard @neilshephard.bsky.social · Apr 23

Nice panel on trustworthy AI with Donoho and Jordan, chaired by Tracy Ke. April 29th.

www.niss.org/events/copss...

COPSS-NISS Leadership Webinar: Leadership in Trustworthy AI

The COPSS-NISS Leadership Webinar: Leadership in Trustworthy AI brings together leading experts to discuss the critical role of leadership in developing and deploying AI systems that are ethical, tran...

www.niss.org

Reposted by Neil Shephard, Benoît Cœuré, Liam Delaney , and 3 more Neil Shephard, Benoît Cœuré, Liam Delaney, Gabriel Zucman, Tayfun Sönmez, Laura Hospido

AEA Information @aeainformation.bsky.social · Apr 22

Congratulations to Stefanie Stantcheva (@s-stantcheva.bsky.social) of @harvard.edu, winner of the 2025 John Bates Clark Medal! #econsky www.aeaweb.org/about-aea/ho...

Stefanie Stantcheva, Clark Medalist 2025

www.aeaweb.org

Reposted by Neil Shephard

Princeton Economics @princetonecon.bsky.social · Apr 17

An expert in econometrics, Kevin Dano has joined the Princeton Economics Department as Assistant Professor of Economics! Having completed his Ph.D. at UC Berkeley, his work focuses on panel data, networks, and dynamic discrete choice models.

Read more: economics.princeton.edu/news/econome...

Portrait of Professor Kevin Dano wearing glasses, a dark suit, and a green tie, outdoors with trees in the background.

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