Our cluster has a wide range of research interests in both econometric theory and applied econometrics.

Our broad theoretical research includes:

  • Analysis of High Dimensional Data and Big Data
  • Panel data econometrics
  • Non-parametric and semi-parametric method
  • Spatial panel data and network econometrics
  • Time series analysis

Our applied econometrics research covers areas of finance, macroeconomics and microeconomics.

Our work is regularly published in leading econometrics and statistical journals such as: Annals of Statistics, 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, Journal of American Statistical Association, Journal of Economic Dynamics and Control.

People

Contact us

Dr Francesco Bravo
Cluster leader
francesco.bravo@york.ac.uk
+44 (0)1904 323794

Professor Takashi Yamagata
Cluster leader
takashi.yamagata@york.ac.uk
+44 (0)1904 323758

Econometrics events

Our cluster activities include organising research seminars and econometrics workshops. We welcome you to participate in any of our events.

Research degrees

Push the boundaries of knowledge in our supportive and stimulating environment.

Study with us

Contact us

Dr Francesco Bravo
Cluster leader
francesco.bravo@york.ac.uk
+44 (0)1904 323794

Professor Takashi Yamagata
Cluster leader
takashi.yamagata@york.ac.uk
+44 (0)1904 323758