David M. Drukker

Associate Professor

Department of Economics and International Business

Sam Houston State University

I am an Associate Professor at Sam Houston State University. My previous position was the Executive Director of Econometrics at Stata.

I am an active researcher with papers in the American Economic Review, Econometric Theory, Econometric Reviews, the Journal of Regional Science, Economics Letters, Econometrics and Statistics, and the Stata Journal; among other places. I was also the principal investigator on two large research grants.

My current research interests lie in the areas of high-dimensional models and inference after model selection. My overall research agenda has been to make useful, robust econometric methods implementable, accessible, and understandable by all.

I have a long-standing commitment to education. While at Stata, I gave over 150 short courses or talks to researchers and students at universities, conferences, and training sites around the world. At Sam Houston State, I have taught introduction to business statistics, introduction to econometrics, and introduction Python programming for Data Science to undergraduates. Sam Houston State University is a leader in social mobility and it has been an honor and pleasure to help inspire SHSU students to engage with Data Science methods.

I earned a Ph.D. in Economics from the University of Texas at Austin. My passion for programming and econometrics took me to Stata in 1999 where I remained until January 2020. I had a profound effect on Stata, its user base, and its perception. I developed many Stata commands. I contributed to Stata in the areas of high-dimensional models, post-model selection inference, causal inference, panel data, time-series data, spatial econometrics, cross-sectional data, and models for endogenous variables. I played a key role in the initial development of Stata MP (I was the PI for the NIH/SBIR grant that funded the initial development of Stata MP.) I helped integrate Mata into Stata, and I helped develop some of Stata's numerical techniques.