Researchers at the Econometrics Research Group are interested in the analysis of panel and time series data and their applications in economic growth, financial economics, environmental economics, banking and education.
Econometrics Research Group leader: Professor Anindya Banerjee
Research interests: Factor models, forecasting with large datasets, time-varying structural vector autoregressions, panel data models with integrated series.
Marco R Barassi
Research interests: Analysis of non-stationary time series, structural change in time series models, time series with long memory, non-linear time series models with applications to environmental and financial economics.
Joanne S Ercolani
Research interests: Time series econometrics, estimation of continuous time models
Nicholas J Horsewood
Research interests: International econometrics, labour econometrics, economic history, housing economics.
Research interests: Threshold regression models, unit root tests, optimal hypothesis testing, parameter instability, heteroscedasticity and autocorrelation robust inference, panel data methods.