Department of Economics

Dr Andreea Halunga

Andreea Halunga

Senior LecturerBA, MSc, PhD

3 East 4.29
Email: a.g.halunga@bath.ac.uk
Tel: +44 (0) 1225 38 5593

PhD supervision

Interested in supervising:

  • Misspecification Testing
  • Financial Econometrics
  • Persistence Change and/or Structural Breaks in Time Series Econometrics
  • Bootstrap Methods
  • Nonlinear Models
  • Econometrics of Climate Change

Apply for a PhD »

Profile

Dr Andreea Halunga joined the Department of Economics in March 2015 as a Senior Lecturer in Econometrics. She holds a PhD in Econometrics from University of Manchester and held positions of lectureship and senior lectureship at the University of Exeter before joining Bath.

Andreea’s main research is about misspecification/specification testing in econometric models, including panel data models.

Her work is also concerned with the asymptotic theory analysis and applications of bootstrap techniques in capturing time series changes such as changes in persistence and structural breaks.

Research interests

  • Misspecification tests in econometrics
  • Changes in persistence and structural breaks
  • Panel data methods
  • Bootstrap methods
  • Nonlinear time series modelling

Publications

Book Sections

Davidson, J. and Halunga, A., 2014. Consistent testing of functional form in time series models. In: Haldrup, N., Meitz, M. and Saikkonen, P., eds. Original Article in Essays in Nonlinear Time Series Econometrics. Oxford, U. K.: Oxford University Press, pp. 28-56.

Articles

Halunga, A. G., Orme, C. D. and Yamagata, T., 2017. A heteroskedasticity robust Breusch-Pagan test for contemporaneous correlation in dynamic panel data models. Journal of Econometrics, 198 (2), pp. 209-230.

Davidson, J., Halunga, A., Lloyd, T., McCorriston, S. and Morgan, W., 2016. World commodity prices and domestic retail food price inflation:some insights from the UK. Journal of Agricultural Economics, 67 (3), pp. 566-583.

Halunga, A. G. and Osborn, D. R., 2012. Ratio-based estimators for a change point in persistence. Journal of Econometrics, 171 (1), pp. 24-31.

Halunga, A. and Orme, C. D., 2009. First-order Asymptotic Theory for Parametric Misspecification Tests of GARCH Models. Econometric Theory, 25 (2), pp. 364-410.

Halunga, A., Osborn, D. and Sensier, M., 2009. Changes in the order of integration of US and UK inflation. Economics Letters, 102 (1), pp. 30-32.

Reports/Papers

Halunga, A. and Savva, C., 2015. Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation. Working Paper.

Halunga, A. and Davidson, J., 2012. Consistent Model Specification Testing. Working Paper.

This list was generated on Wed Oct 18 20:28:33 2017 IST.

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