Anna Mikusheva

Anna Mikusheva is an Associate Professor of Economics at Massachusetts Institute of Technology.^[1] She was the 2012 recipient of the Elaine Bennett Research Prize,^[2][3] and is co-editor of the journal Econometric Theory.^[1]

Mikusheva grew up in Orenburg, Russia, and competed in the Math Olympics, which brought her to the attention of scouts from a boarding school in Moscow. She continued her studies of mathematics at Moscow State University, where she earned an undergraduate degree in mathematics in 1998 and a PhD in probability theory in 2001, while simultaneously earning an MA at the New Economic School. She then completed a PhD in economics at Harvard University in 2007, specializing in time series econometrics, and joined the faculty of Massachusetts Institute of Technology.^[4]

Her research focuses on developing tools to address the estimation of sophisticated macroeconomic models--such as dynamic stochastic general equilibrium (DSGE) models--with the limited amounts of economic data available. Her methods show where estimation of such models is more and less reliable.^[5][4]

Selected Works

• Mikusheva, Anna (2007). "Uniform inference in autoregressive models". Econometrica. 75 (5): 1411–1452. 

• Mikusheva, Anna; Poi, Brian P. (2006). "Tests and confidence sets with correct size when instruments are potentially weak". Stata Journal. 6 (3): 335–347. 

• Mikusheva, Anna (2010). "Robust confidence sets in the presence of weak instruments". Journal of Econometrics. 157 (2): 236–247. 

References