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
22 Jan 2020 2:45 PM - 4:15 PM

Seok Young Hong (University of Nottingham)

"Nonparametric estimation of infinite order regression and its application to risk-return tradeoff [PDF 1,991KB]"

GC305
27 Jan 2020 2:45 PM - 4:15 PM

Xuetao Shi (University of Washington)

"Testing When Parameters are Subject to Linear Inequality Constraints [PDF 797KB]"

GC305
28 Jan 2020 1:00 PM - 2:30 PM

Harold Chiang (Vanderbilt University)

"Many average partial effects: with an application to text regression [PDF 660KB]"

GC305
18 Feb 2020 1:00 PM - 2:30 PM

Sukjin Han (University of Texas)

Title: TBA

GC305

Internal seminars

DateTimeEventVenue

View past seminars