Econometrics group members
View the membership of the Econometrics research group.
Econometrics
We focus on time series and panel data econometrics for the analysis of macroeconomic and financial data.
Our research group
Our research group forms part of the Department of Economics.
About us
Our group provides a scientific forum for doctoral students and academic staff within the Department of Economics.
Research themes
- Applied financial econometrics
- Developing robust test statistics
- Detecting and estimating of structural change
- Specification/misspecification in panel data models
- Testing of the presence of asymmetric effects on shocks of economic and financial time series (linear and non-linear) models
Contact us
If you would like to find out more about the Econometrics research group, please get in touch.