George Tauchen joined the Duke
faculty in 1977 after receiving his Ph.D. from the University of Minnesota.
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,
Japan. He has
lectured in such diverse places as Buenos Aires,
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 Statistical
Association, and JBES.