Neil Shephard
@neilshephard.bsky.social
Econometrician. Professor of Economics and Professor of Statistics, Harvard University. Frank B. Baird Jr, Professor of Science
Interesting time series experiments paper by Peng Ding and coauthor:
arxiv.org/pdf/2510.22864
Connected to my 2018 JASA paper with Iavor Bojinov.
arxiv.org/pdf/2510.22864
Connected to my 2018 JASA paper with Iavor Bojinov.
November 1, 2025 at 4:22 PM
Interesting time series experiments paper by Peng Ding and coauthor:
arxiv.org/pdf/2510.22864
Connected to my 2018 JASA paper with Iavor Bojinov.
arxiv.org/pdf/2510.22864
Connected to my 2018 JASA paper with Iavor Bojinov.
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.
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
November 1, 2025 at 4:17 PM
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.
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
lucasjanson.fas.harvard.edu
October 28, 2025 at 12:53 AM
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
lucasjanson.fas.harvard.edu
This seems very interesting. I would be keen to hear about experiences with Refine.
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
DM me or reply if you want preview credits to see how it performs on papers of various kinds
#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)
October 12, 2025 at 4:51 PM
This seems very interesting. I would be keen to hear about experiences with Refine.
Reposted by Neil Shephard
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.
August 20, 2025 at 5:40 PM
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
"Importantly, this extensive work would not have been possible without the support by multiple NIH grants now being subject to profound cuts, no less $2.6 billion specific to Harvard."
Could a metal ion supplement that cost pennies per day protect from Alzheimer's disease?
erictopol.substack.com/p/lithium-an...
erictopol.substack.com/p/lithium-an...
August 10, 2025 at 4:55 PM
"Importantly, this extensive work would not have been possible without the support by multiple NIH grants now being subject to profound cuts, no less $2.6 billion specific to Harvard."
Reposted by Neil Shephard
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
July 21, 2025 at 4:00 PM
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
Reposted by Neil Shephard
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
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
July 9, 2025 at 6:26 PM
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
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
Reposted by Neil Shephard
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
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
July 11, 2025 at 10:06 AM
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
We are open for submissions! 🥳
academic.oup.com/rssdat/artic... #DataScience #AI
Reposted by Neil Shephard
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...
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
July 1, 2025 at 3:56 PM
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...
res.org.uk/2024-denis-s...
Reposted by Neil Shephard
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...
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
June 20, 2025 at 1:26 PM
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...
www.riken.jp/pr/news/2025...
Reposted by Neil Shephard
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
It’s for anyone curious about data, models, and what they can teach us about the world.
Sign up now: kareemcarr.substack.com
June 19, 2025 at 1:36 PM
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
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
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.
inequalities and algorithm convergence - it will appear in JMLR.
June 12, 2025 at 11:00 AM
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.
inequalities and algorithm convergence - it will appear in JMLR.
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.
May 15, 2025 at 4:18 AM
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.
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.
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.
May 12, 2025 at 8:55 PM
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.
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
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...
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...
May 12, 2025 at 7:46 AM
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...
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...
Reposted by Neil Shephard
I need the “Campaign in prose. Govern in econometrics.” t-shirt.
April 29, 2025 at 2:41 AM
I need the “Campaign in prose. Govern in econometrics.” t-shirt.
Reposted by Neil Shephard
Congratulations to Grace Wahba for winning the 2025 International Prize in Statistics, in recognition of her ground-breaking work on smoothing splines, which has transformed modern data analysis and machine learning 👏👏👏
Read more: rss.org.uk/news-publica...
Read more: rss.org.uk/news-publica...
April 14, 2025 at 2:49 PM
Congratulations to Grace Wahba for winning the 2025 International Prize in Statistics, in recognition of her ground-breaking work on smoothing splines, which has transformed modern data analysis and machine learning 👏👏👏
Read more: rss.org.uk/news-publica...
Read more: rss.org.uk/news-publica...
Admirable article by Harvard CS colleague Boaz Barak on "professionalism" in the classroom
www.nytimes.com/2025/05/02/o...
www.nytimes.com/2025/05/02/o...
May 2, 2025 at 8:01 PM
Admirable article by Harvard CS colleague Boaz Barak on "professionalism" in the classroom
www.nytimes.com/2025/05/02/o...
www.nytimes.com/2025/05/02/o...
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...
statistics.fas.harvard.edu/people/jun-s...
April 29, 2025 at 9:36 PM
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...
statistics.fas.harvard.edu/people/jun-s...
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
msellke.com
His research is extraordinarily wide ranging over probability, mathematical physics, theoretical computer science, algorithms and statistics
Mark Sellke
msellke.com
April 29, 2025 at 9:26 PM
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
msellke.com
His research is extraordinarily wide ranging over probability, mathematical physics, theoretical computer science, algorithms and statistics
Reposted by Neil Shephard
"I'm going to govern in econometrics" is a winning campaign slogan for the ages.
April 29, 2025 at 2:59 AM
"I'm going to govern in econometrics" is a winning campaign slogan for the ages.
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.
sites.google.com/view/cdwalke...
He is to be an Assistant Professor of Econ at Duke in the fall.
April 29, 2025 at 2:22 PM
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.
sites.google.com/view/cdwalke...
He is to be an Assistant Professor of Econ at Duke in the fall.
Reposted by Neil Shephard
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
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
April 24, 2025 at 8:27 AM
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
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