School of Economics and Finance

Econometrics

Overview

Researchers in the Econometrics focus on a wide range of topics such as time series analysis, financial econometrics, macro-econometrics, micro-econometrics, and empirical industrial organisation. Research papers from the group have been published in Econometrica, the Quarterly journal of Economics, the Annals of Statistics, The Journal of Econometrics, the Journal of Business and Economics Statistics, the Journal of Applied Econometrics, Econometric Theory, the International Economic Review, the European Economic Review, the Journal of the European Economic Association, the Journal of Money Credit and Banking, and the Review of Economics and Statistics.

Team

Publications

Events

Seminars

External seminars

DateTimeEventVenue
7 May 2019 1:00 PM - 2:15 PM

Majid Al Sadoon (Durham University)

Title: TBA

GC305
14 May 2019 1:00 PM - 2:15 PM

Yuich Kitamura (Yale University)

Title: TBA

GC305
21 May 2019 1:00 PM - 2:15 PM

Ronand Gallant (Penn State University)

"Cash Flows Discounted Using a Model Free SDF Extracted under a Yield Curve Prior"

GC305
28 May 2019 1:00 PM - 2:15 PM

Joachim Freyberger (University of Wisconsin-Madison)

"Inference under shape restriction"

GC305

Internal seminars

DateTimeEventVenue

View past seminars