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Neil Shephard

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Neil Shephard, FBA, is an econometrician, currently Frank B. Baird Jr., Professor of Science in the Department of Economics and… more

Neil Shephard
H-index: 73
Economics 71%
Mathematics 17%
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Reposted by: Neil Shephard, Joshua L. Rosenbloom, Caroline Fohlin

timobres.bsky.social
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.
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by Eric J. Topol — Reposted by: Neil Shephard, Eric J. Topol

erictopol.bsky.social
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
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Reposted by: Neil Shephard

epiellie.bsky.social
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
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Reposted by: Neil Shephard

nber.org
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
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by Neil Shephard

neilshephard.bsky.social
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
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Reposted by: Neil Shephard

royalstatsoc.bsky.social
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
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Reposted by: Neil Shephard, Ingo Rohlfing, Pepper D. Culpepper , and 1 more

antndlcrx.bsky.social
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
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Reposted by: Neil Shephard

jaap.abbring.org
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
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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...
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
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Reposted by: Neil Shephard

kareemcarr.bsky.social
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
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Reposted by: Neil Shephard

warwickstats.bsky.social
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.
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by Neil Shephard

neilshephard.bsky.social
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.
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by Neil Shephard

neilshephard.bsky.social
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

jburnmurdoch.ft.com
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...
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by Neil Shephard

neilshephard.bsky.social
Admirable article by Harvard CS colleague Boaz Barak on "professionalism" in the classroom

www.nytimes.com/2025/05/02/o...
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by Neil Shephard

neilshephard.bsky.social
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...
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by Neil Shephard

neilshephard.bsky.social
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
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by Neil Shephard

neilshephard.bsky.social
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.
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by Justin Wolfers — Reposted by: Neil Shephard, Stephen P. Jenkins, Matthias Doepke , and 6 more

justinwolfers.bsky.social
"I'm going to govern in econometrics" is a winning campaign slogan for the ages.
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Reposted by: Neil Shephard, René Böheim, Janne Tukiainen , and 2 more

evavivalt.bsky.social
Quite the quote.
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Reposted by: Neil Shephard

essobecker.bsky.social
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
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by Neil Shephard

neilshephard.bsky.social
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

aeainformation.bsky.social
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
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Reposted by: Neil Shephard

princetonecon.bsky.social
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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by Dan Immergluck — Reposted by: Neil Shephard, Archon Fung, Peter M. Cox , and 17 more

benross.bsky.social
Steve Kerr wore a Harvard basketball shirt after the Warriors’ win tonight: “Yes, this is me supporting Harvard. Way to go. Way to stand up to the bully.”
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by Neil Shephard

neilshephard.bsky.social
I hope you will read the letter from President Garber

www.harvard.edu/president/ne...

and particularly take up his request that you read what the U.S. Government demanded of Harvard.
The Promise of American Higher Education
No government—regardless of which party is in power—should dictate what private universities can teach, whom they can admit and hire, and which areas of study and inquiry they can pursue
www.harvard.edu
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Reposted by: Neil Shephard, Sabrina Wulff Pabilonia

royalstatsoc.bsky.social
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...
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Reposted by: Neil Shephard

vivianodavide.bsky.social
Happy to receive an NSF grant on studying external validity in RCTs (joint with Emily and Arun). Many thanks to the excellent work of the program coordinators and reviewers. Crossing fingers for us all
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by Lawrence H. Summers — Reposted by: Neil Shephard

larrysummers.bsky.social
I am profoundly saddened and alarmed by Columbia University and Paul Weiss law firm’s capitulation to the increasingly dictatorial Trump administration.
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by Paul Goldsmith-Pinkham — Reposted by: Neil Shephard, Cyrus Samii, Mauricio Romero , and 2 more

paulgp.com
Interesting new paper: arxiv.org/pdf/2503.09907

improves on both rdrobust and rdhonest!

Quite compelling... 1/n
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