Econometrics cluster
Overview
The Econometrics cluster has a wide interest in both econometric theory and applied econometrics. Our broad theoretical research includes: spatial econometrics, non-parametric and semi-parametric methods, unit root tests, fractional (co)integration, panel data econometrics, bootstrap method, data aggregation through time and cross sections, among others. Our applied econometrics research includes areas of finance, macroeconomics and microeconomics.
We have produced research papers which are published in leading econometrics and statistical journals such as: Econometric Theory, Econometric Reviews, Econometrics Journal, Journal of Applied Econometrics, Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Time Series Analysis and the Oxford Bulletin of Economics and Statistics, Biometrika, Journal of Multivariate Analysis, among others.
The Econometrics cluster exists to support and enhance econometric research activities in the Department. Our cluster activities include organising research seminars and econometrics workshops. Please feel free to participate in any of our events.
The cluster is open to all departmental staff and research students. Please contact the facilitator (see below) if you are interested in joining the cluster.
Steering group members (see below) meet at the beginning of each term to discuss administrative matters.
Cluster Members (December 2011)
F Bravo*, P. Burridge*, A. Golinski, F. Iacone*, C. Nicoletti, Y. Shin*, P Smith, J Thijssen, M. Thornton*, R Wilke, T. Yamagata**
* Steering group member
** Cluster Facilitator
Research Students
Saruta Benjanuvatra, Daniele Bregantini
