#  Neil Shephard 

Frank B. Baird, Jr. Professor of Science

Professor of Economics and of Statistics

 

 

 



   ![SHEPHARD](/sites/g/files/omnuum5006/files/styles/hwp_4_5__480x600/public/2025-02/SHEPHARD.png?h=274e80d1&itok=jkyzfhBV) 

 



 

 email <shephard@fas.harvard.edu> 

 



 

I am the Frank B. Baird Jr., Professor of Science at Harvard University, holding my professorship in the Economics Department and the Statistics Department. I have been Chair (Head of Department) of the Statistics Department at Harvard since 2014. Before joining Harvard University in 2013, I was a professor at Nuffield College, Oxford University, for 23 years. I was also the founding director of the Oxford-Man Institute from 2007-2011. I am an elected fellow of the Econometrics Society and the British Academy, and have been awarded the Guy Medal in Silver by the Royal Statistical Society and an Honorary Doctorate by Aarhus University. I have served as an associate editor of Econometrica since 2002. My current research focus is on defining causality for time series experiments, financial econometrics and Bayesian nonparametrics.



 

 

 





 

 

- ## Interests
    
     [Economics](/interests/economics) [Statistics](/interests/statistics)
- ## Role
    
     [Senior Common Room](/role/senior-common-room) [Faculty](/role/faculty)