Econometrics, Quantitative Economics, Data Science

My policy on doctoral student advising

My policy on doctoral student advising(*)

I find that advising doctoral students is a gratifying experience when a student and I share interests and when we have a clear understanding of our responsibilities and expectations for each other. For that reason, on this page I outline my interests and my expectations for doctoral students. Please read these carefully when deciding whether to ask me to be your advisor.

Interests
In general, I tend to advise doctoral students with whom I share a disciplinary, methodological, or topical interest. In other words, I feel I can properly advise students who work in at least one of the following areas: structural econometrics; quantitative finance; microeconomic theory, risk theory.

Expectations

1) Students should become familiar with my research by reading some of my work, which is listed on my CV on this website. They should also clearly understand the purpose of doctoral studies. Doctoral studies are primarily about building up personal and original work. Students should expect from me general research advice, reading suggestions, or suggestions of alternative directions. They should not expect from me to write the thesis proposal in their place, nor to divide the thesis subject into a sequence of problem sets for them to solve. My role is not to propose or impose the subject of a thesis, but to give feedback on it.

2) Students should organize their academic and professional work to insure a timely completion of the doctoral program. They should write the dissertation proposal by the end of the second trimester of their doctoral studies and conduct the dissertation research in the two years following the approval of the dissertation proposal. Students are strongly encouraged to take M2 courses related to their research topic at Polytechnique or at neighboring institutions.
Students should be prepared to submit a one-page progress report to me on the last day at the end of every trimester. The report should be submitted via email. The report should describe the progress they have made toward major goals in the doctoral studies. It should also explain how they intend to meet their next goal during the upcoming trimester. Students should also report awards or honors they have received.
This report gives me a chance to ascertain whether a student is making satisfactory progress in a timely manner. Students who are not making such progress will need to find another advisor.

3) Regarding reference letters: When requesting a reference letter, students should send me a single email at least two weeks prior to the deadline. The email must include all of the following information: 1) Your current vita 2) the title and name of the person to whom I address the letter; 3) the institutional name and address to which I send the letter; 4) a brief description of the funding source or job for which I am recommending you; 5) a four or five-sentence paragraph describing your project and its significance (especially its significance in light of the priorities of the funder or employer for whom I am writing the letter); 6) list of bullet points that you wish for me to address in the letter; 7) the due date of the letter; 8) whether I should mail the recommendation directly or leave it in our program office for you to pick up.

4) Regarding feedback on other written documents, such as dissertation proposals or dissertation chapters: I need at least two weeks to read and provide feedback on these documents. If more than one 30-page chapter is submitted at a time, then the turnaround time will increase accordingly.

5) Please do not make unscheduled visits to my office. E-mail is the best way to contact me; phone or mobile phone should not be used unless there is an emergency.

6) Students working with me are asked to participate in the life of the Economics Department by regularly attending the lunch seminar and the seminar in Economic Theory. They are strongly encouraged to present at the lunch seminar by the end of their doctoral studies.

(*) This text is an adaptation from a text by Professor Bartlett of Teachers College, Columbia University.