Tauchen joined the
Duke faculty in 1977 after receiving his Ph.D.
from the University
He did his undergraduate work at the University of Wisconsin. Tauchen
is a fellow of the Econometric Society, a fellow
of the American Statistical Association,
Fellow of the Journal of Econometrics,
and Fellow of the Society for Financial
Econometrics. He is also the 2003 Duke University
Scholar/Teacher of the Year. Tauchen is an
internationally known time series econometrician.
He has developed several important new techniques
for making statistical inference from time series
data and for testing models of financial markets.
Professor Tauchen regularly gives
research seminars at major U.S.
research universities and at international
meetings, conferences, and research institutes. He
was Visiting Fellow at the Australian
and he gave one of the major invited addresses at
the Seventh World Congress of the Econometric
Society in Tokyo,
He has lectured in such diverse places as Buenos Aires, Taipei,
Helsinki, Sydney, Perth, Paris, Madrid, Vienna,
Tokyo, Chile, and London.
He is former Editor of the Journal of Business and
Economic Statistics (JBES) and former associate
editor of Econometrica,
Econometric Theory, The Journal of the American