معرفی
Clifford M. Hurvich is a Professor of Statistics and Research Professor of Information, Operations, and Management Sciences at the Leonard N. Stern School of Business, New York University, where he has been a faculty member since 1986. He currently serves as the Doctoral Coordinator for the TOPS-Statistics program, reflecting his leadership in graduate education.
His academic training includes a Ph.D. in Statistics from Princeton University (1985), an M.A. in Statistics from Princeton (1982), and a B.A. in Mathematics from Amherst College (1980).
Professor Hurvich's research centers on time series econometrics, model selection, and forecasting. His work has had substantial practical impact, notably in the development of the X-12 seasonal adjustment method used by the U.S. Census Bureau. He co-authored foundational research on measuring mean reversion in time series, a key concept in financial econometrics for understanding equilibrium behavior in interest rate spreads and other financial variables. His recent focus includes the forecastability of stock returns and volatility, bridging statistical theory with financial applications.
His publications appear in leading journals such as the Journal of Econometrics, Econometric Theory, Journal of Financial and Quantitative Analysis, Biometrika, Stochastic Processes and their Applications, and the Journal of the American Statistical Association. Although specific recent articles are not listed, his body of work consistently contributes to the advancement of statistical methodology in economics and finance.
Notable honors include:
- Fellow of the American Statistical Association
- Recipient of a National Science Foundation research grant for work in statistical model selection
As Doctoral Coordinator, Professor Hurvich plays a central role in mentoring PhD students in statistics. He teaches courses in forecasting, regression, and statistical methods for business control across undergraduate, MBA, and PhD programs. There is no indication of part-time status, and his ongoing administrative and research roles confirm his active faculty status.
He is associated with the Department of Technology, Operations, and Statistics at Stern and contributes to interdisciplinary research at the intersection of statistics, operations, and financial economics.
