The ET Interview: Professor Joel L. Horowitz

TL;DR

This paper is an interview with Professor Joel L. Horowitz, highlighting his extensive contributions to econometrics and statistics, including methods like bootstrap, nonparametric estimation, and high-dimensional models, along with his career journey.

Contribution

It provides a comprehensive overview of Horowitz's pioneering work and his influence on modern econometrics and statistics, emphasizing his interdisciplinary background and collaborative approach.

Findings

Horowitz's work advanced bootstrap and nonparametric methods.

He contributed to high-dimensional models and shape restrictions.

His career bridged physics and econometrics, fostering interdisciplinary insights.

Abstract

Joel L. Horowitz has made profound contributions to many areas in econometrics and statistics. These include bootstrap methods, semiparametric and nonparametric estimation, specification testing, nonparametric instrumental variables estimation, high-dimensional models, functional data analysis, and shape restrictions, among others. Originally trained as a physicist, Joel made a pivotal transition to econometrics, greatly benefiting our profession. Throughout his career, he has collaborated extensively with a diverse range of coauthors, including students, departmental colleagues, and scholars from around the globe. Joel was born in 1941 in Pasadena, California. He attended Stanford for his undergraduate studies and obtained his Ph.D. in physics from Cornell in 1967. He has been Charles E. and Emma H. Morrison Professor of Economics at Northwestern University since 2001. Prior to that, he was a faculty member at the University of Iowa (1982-2001). He has served as a co-editor of Econometric Theory (1992-2000) and Econometrica (2000-2004). He is a Fellow of the Econometric Society and of the American Statistical Association, and an elected member of the International Statistical Institute. The majority of this interview took place in London during June 2022.