Lombardo Posted April 11, 2007 Share Posted April 11, 2007 Hello everyone, the time to choose where to go is coming closer and closer:hmm: . Although I have more or less made mind on where to go, I did not want to make that final decision without asking your comments :). I want to specialise in econometrics (preferably time-series or financial) and financial economics (asset pricing). As the title says it, I am trying to decide between UCSD and Oxford. Both offers come without funding. As far as I know, UCSD is by far the best option but Oxford has some very fine econometricians,too; notably Hendry and Shephard. So keeping my interests in mind, where would you choose to go?? Any insider info about the departments will be highly appreciated :). Thanks in advance!!!! Quote Link to comment Share on other sites More sharing options...
treasuries Posted April 11, 2007 Share Posted April 11, 2007 David Hendry is more into time series econometrics and forecasting, specifically macro, not financial. With him you tend to follow his research agenda. For example, Jenny Castle's dissertation was very much an extension of his work on nonstructural modeling. So if your interest matches with him that wouldn't be a problem. My impression when I met Hendry though is that he is selective with his advisees. UCSD is more flexible. Btw, UCSD placed Kevin Sheppard (a financial econometrics guy) in Oxford but Kevin is not into asset pricing. 1 Quote Link to comment Share on other sites More sharing options...
EconChump Posted April 12, 2007 Share Posted April 12, 2007 the shep is a really awesome guy, but i never got the impression he was supervising anyone when i was there. apparently he has had many offers to go to mit and the like but he refuses to leave oxford for family reasons, which is encouraging. i would still go to ucsd and wing it. it seems that a lot of very good applicants havent been funded there, so maybe things will pan out in the second year. Quote Link to comment Share on other sites More sharing options...
Lombardo Posted April 13, 2007 Author Share Posted April 13, 2007 Thanks for the advice guys! By the way, I knew Sheppard was good, but I didn't know he was that good - offers from MIT and the like !?!?!:). Anyway, I guess I'll stick to my original plan and go to UCSD. Quote Link to comment Share on other sites More sharing options...
treasuries Posted April 15, 2007 Share Posted April 15, 2007 the shep is a really awesome guy, but i never got the impression he was supervising anyone when i was there. apparently he has had many offers to go to mit and the like but he refuses to leave oxford for family reasons, which is encouraging. Thanks for the advice guys! By the way, I knew Sheppard was good, but I didn't know he was that good - offers from MIT and the like !?!?!:). Anyway, I guess I'll stick to my original plan and go to UCSD. Lombardo, please take note that there are two "Shep" in Oxford. Both are into financial econometrics: Neil Shephard and Kevin Sheppard. EconChump might be referring to Neil Shephard and not Kevin Sheppard. Neil Shephard is the senior one. And Kevin Sheppard's adviser was Robert Engle who is now in NYU Stern. But UCSD is still the better choice between the two in your area of interest. Quote Link to comment Share on other sites More sharing options...
Lombardo Posted April 16, 2007 Author Share Posted April 16, 2007 Lombardo, please take note that there are two "Shep" in Oxford. Both are into financial econometrics: Neil Shephard and Kevin Sheppard. EconChump might be referring to Neil Shephard and not Kevin Sheppard. Neil Shephard is the senior one. And Kevin Sheppard's adviser was Robert Engle who is now in NYU Stern. I know the thing about two Sheps, but now you mention it, it makes more sense cause as far as I know Sheppard is from Texas. Otherwise I don't see why he chooses to stay in Oxford due to family reasons. Or maybe he already got married there? :D Quote Link to comment Share on other sites More sharing options...
EconChump Posted April 16, 2007 Share Posted April 16, 2007 this discussion is borderline blasphemous. i am, of course, referring to neil. "the shep" is a legend. go to UCSD. buy an "oxford rules" t-shirt or something. Quote Link to comment Share on other sites More sharing options...
Lombardo Posted April 17, 2007 Author Share Posted April 17, 2007 go to UCSD. buy an "oxford rules" t-shirt or something. Interesting set of advice...:hmm: Quote Link to comment Share on other sites More sharing options...
Recommended Posts
Join the conversation
You can post now and register later. If you have an account, sign in now to post with your account.