Herman Ole Andreas Wold (25 December 1908 – 16 February 1992) was a Norwegian-born econometrician and statistician who had a long career in Sweden.
Wold was known for his work in mathematical economics, in time series analysis, and in econometric statistics.
In multivariate statistics, Wold contributed the methods of partial least squares (PLS) and graphical models.
Wold's work on causal inference from observational studies was decades ahead of its time, according to Judea Pearl.
Wold would later write, "To belong to Cramér's first group of students was good luck, an advantage that simply cannot be exaggerated."
Wold's thesis, A Study in the analysis of stationary time series, was an important contribution.
In 1938 a government committee appointed Wold to do an econometric study of consumer demand in Sweden.
His son Svante Wold applied these techniques in chemistry and developed the field of chemometrics.