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My research interests are broadly in time series econometrics, where I am particularly interested in the problems caused by aggregation, both through time and across a heterogeneous population, in data.
Full details of publications can be found at RePEc
Discrete Time Representation of Continuous Time ARMA processes (with Marcus Chambers), Forthcoming in Econometric Theory.
Removing Seasonality Under a Changing Regime: Filtering New Car Sales, Forthcoming in Computational Statistics and Data Analysis.
Michael Thornton, Professor
Head of Department
Department of Economics
Tel: 01904 324566
Office and feedback hours for York Students only during term time:
Some weeks are different. Best to book ahead using Google calendar
Other times may be available by email appointment.