Push the boundaries of knowledge in our supportive and stimulating environment.
Econometrics
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
Our members
- Dr Francesco Bravo*
- Dr Jia Chen*
- Dr Laura Coroneo*
- Dr Adam Golinski
- Professor Cheti Nicoletti
- Dr Paulo Santos Monteiro
- Professor Yongcheol Shin*
- Professor Peter N Smith
- Dr Vanessa Smith*
- Dr Michael Thornton*
- Professor Weining Wang*
- Professor Takashi Yamagata*
- Dr Paola Zerilli
*steering committee members
Visiting scholars
- Professor Daiki Maki (Doshisha, Japan)
Research students
- Qingjun Chen
- Yuning Li
- Min Lin
- Rui Lin
- Rudy Marhasatari
- Ting Xie
- Wenting Wang
York Econometrics Symposium (YES) Series
- YES 2012 Conference in Honour of Professor PCB Phillips
- YES 2013 Econometrics of Social Interaction Symposium
- YES 2014 Non and semiparametric methods mini conference
- YES 2015 Macroeconomic, Financial and International Linkages (joint with CAMF)
- YES 2016 Recent Developments in Panel Data Analysis (Joint with PanDA)
- YES 2017 Advances in Time Series and Macro-econometrics
- YES 2018 Big Data Analysis and its Applications in Economics and Finance
- YES 2019 Statistical Penalisation Methods and Dimension Reduction Methods for Economic and Financial Analysis (Joint with PanDA)
- YES 2021 New Perspectives in Panel Data (Joint with PanDA)
Econometrics events
Our cluster activities include organising research seminars and econometrics workshops. We welcome you to participate in any of our events.
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