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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.