Keynotes

We are excited to announce the following keynotes for ESAM2019. 

Yacine Ait-Sahalia

Yacine Aït-Sahalia is the Otto A. Hack 1903 Professor of Finance and Economics at Princeton University where he served as the inaugural Director of the Bendheim Center for Finance from 1998 until 2014. He was previously an Assistant Professor (1993-96), Associate Professor (1996-98) and Professor of Finance (1998) at the University of Chicago’s Graduate School of Business, where he received the Emory Williams Award for Excellence in Teaching in 1995. His research concentrates on financial econometrics, fixed income and derivative securities, optimal portfolio selection, and has been published in leading academic journals. His research contributions in financial econometrics include various methods to estimate and test continuous-time models that are sampled at discrete time intervals, including nonparametric methods, closed-form expansions for the transition density of continuous-time models and various methods to analyze high frequency data with a particular emphasis on the presence of jumps. He recently authored High Frequency Financial Econometrics with Jean Jacod, served as the editor of the Review of Financial Studies, the co-managing editor of the Journal of Econometrics and an associate editor for Econometrica, the Journal of Finance and the Annals of Statistics. Professor Aït-Sahalia is an elected Fellow of the Econometric Society, the Institute of Mathematical Statistics, the American Statistical Association and the Society for Financial Econometrics. He is also an Alfred P. Sloan Foundation Research Fellow, a Fellow of the Guggenheim Foundation and a Research Associate for the National Bureau of Economic Research. He received his Ph.D. in Economics from the Massachusetts Institute of Technology in 1993 and is a graduate of Ecole Polytechnique in France.

           

Bronwyn Hall

Bronwyn H. Hall is Professor of Economics Emerita at the University of California at Berkeley and Visiting Professor at the Max Planck Institute‐Munich. She is a Research Associate of the National Bureau of Economic Research and the Institute for Fiscal Studies, London, and a Visiting Fellow at the National Institute of Economics and Social Research, London. She was Professor of Economics of Technology and Innovation at the University of Maastricht, Netherlands 2005‐2015. For 30 years, she was the founding partner of TSP International, an econometric software firm. She received a B.A. in physics from Wellesley College in 1966 and a Ph.D. in economics from Stanford University in 1988.
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Professor Hall has published articles on the economics and econometrics of technical change and innovation in journals such as Econometrica, the American Economic Review, the Rand Journal of Economics, and Research Policy. She is also the editor with the late Nathan Rosenberg of the Handbook of the Economics of Innovation, in the Elsevier series. Her current research includes comparative analysis of the U.S. and European patent systems, the use of patent citation data for the valuation of intangible (knowledge) assets, comparative firm‐level investment and innovation studies, measuring the returns to R&D and innovation at the firm level, analysis of technology policies such as R&D subsidies and tax incentives, and of recent changes in patenting behavior in the semiconductor and computer industries. She has made substantial contributions to applied economic research via the creation of software for econometric estimation and of firm‐level datasets for the study of innovation, including the widely used NBER dataset for U.S. patents.

Professor Hall currently serves as an associate editor of the Economics of Innovation and New Technology and Industrial and Corporate Change. She is a past member of Advisory Boards of the European Patent Office, the Deutsche Institut fuer Wirtschaftsforschung , and the Innovation Research Centre (University of Cambridge and Imperial College), the U.S. Federal Economic Statistics Advisory Committee, the Expert Group on Knowledge for Growth and High Level Panel on Measuring Innovation at the European Commission, the Science, Technology, and Economic Policy (STEP) Board of the National Research Council, where she served on the Intellectual Property, R&D statistics, the New Economy, Comparative Innovation Policy, and the Value of Research in Advancing National Goals committees. She has visited and taught at several institutions such as Oxford University; Cambridge University; L. Bocconi University, Milan; Scuola Superiore Sant’anna, Pisa; University of Bologna; European University Institute, Florence; the Einaudi Foundation, Rome; LMU‐Muenchen; KU Leuven, Belgium; Hitotsubashi University, Tokyo; and the New Economic School, Moscow.


Marciano Siniscalchi

Marciano Siniscalchi is professor of Economics at Northwestern University, and a co-editor of the Journal of Economic Theory. He received his Ph.D. from the Stanford Graduate School of Business in 1998. His research focuses on the foundations of dynamic game theory, with particular emphasis on interactive epistemology, and on decision theory in the presence of ambiguity, with a focus on dynamic choice. His current work explores problems at the interface between game and decision theory.

Robert Taylor

Robert Taylor is Professor of Financial Econometrics at the University of Essex. He holds both PhD and ScD degrees from Cambridge University. He is a fellow of the Journal of Econometrics, a life Fellow of the International Association for Applied Econometrics and holds a Plura Scripsit award from Econometric Theory. Robert is Editor-in-Chief of the Journal of Time Series Analysis, an Associate Editor of the Journal of the American Statistical Association (Theory and Methods), a Co-Editor of Econometric Theory, and an Associate Editor of Econometric Reviews and of Econometrics and Statistics. He has published over 100 articles in peer-reviewed journals including Econometrica, Annals of Statistics, Journal of Econometrics, Econometric Theory and the Journal of Business and Economic Statistics.

Myrna Wooders

Professor Wooders is a Fellow of the Econometric Society, an Economic Theory Fellow, and a Fellow of the Game Theory Society. Among her activities, she is a Visiting Research Professor at NYUAD, Editor of Journal of Public Economic Theory, a VU Faculty Senator, a Member of GetPreCiSe (an NIH Center for Excellence in Ethics Research), and President of the Association of Public Economic Theory. Myrna Wooders’ research has concentrated on game theory and its applications, including public economics and information economics. Her recent work has focused on problems of team/coalition formation from the perspectives of non-cooperative game theory and simulation experiments, supported by data from the field. Her research with GetPreCiSe focuses on issues of genetic privacy and identity. Experiments using techniques from experimental economics are in the development stage for both these lines of research. Her research is currently supported by the NSF and the NIH. She is also working on issues of prejudice and discrimination, developing theory and testing theory in the lab.