Dr Michalis Stamatogiannis
Profile
Michalis Stamatogiannis joined the Department of Economics in September 2012 having previously been at the University of Groningen in the Netherlands. He received a PhD in Econometrics from the University of Nottingham in 2010. He completed an MSc in Economics at the University of York and his first degree in Economics at the University of Cyprus. His research interest lies in the area of time series econometrics.
Research interests
- Time series econometrics
- Financial econometrics
Teaching
Postgraduate
Publications
Articles
Stamatogiannis, M. P. and Lawford, S., 2009. The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators. Journal of Econometrics, 148 (2), pp. 124-130.
Conference or Workshop Items
Stamatogiannis, M., Kostakis, A. and Magdalinos, T., 2011. Robust econometric inference for stock return predictability. In: 65th European Meeting of the Econometric Society, 2011-08-25 - 2011-08-29, Oslo.
Thesis
Stamatogiannis, M., 2010. Econometric inference in models with nonstationary time series. Thesis (Doctor of Philosophy (PhD)). University of Nottingham.
