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Faculty of Economics

Researchers

ResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchers Debopam Bhattacharya - University Reader
Tony Cockerill - Leverhulme Emeritus Fellow
Andrew Harvey - Professor of Econometrics
Koen Jochmans - University Reader
Oleg Kitov - College Lecturer in Economics (Selwyn and Robinson College)
Oliver Linton - Professor of Political Economy
Director of Research Strategy
Alexey Onatskiy - Professor of Econometrics
M. Hashem Pesaran - Emeritus Professor of Economics, and Fellow of Trinity College, University of Cambridge. /> John Elliot Chair in Economics and Distinguished Professor of Economics, University of
Southern California.
Director, USC Dornsife Institute for New Economic Thinking. /> Director, USC Dornsife Center for Applied Financial Economics.

Donald Robertson - University Senior Lecturer
Mark Salmon -
Richard Smith - Professor of Econometric Theory and Economic Statistics
Chen Wang - INET Research Associate
Melvyn Weeks - University Senior Lecturer

PhD Students

Michael Ashby
Jeroen Dalderop
Alexis De Boeck
Shuyi Ge
Shaoran Li
Eoghan O'Neill
Dario Palumbo
Ashish Patel
Ekaterina Smetanina
Haihan Tang
Ondrej Tobek
Ruochen Wu
PhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD StudentsPhD Students

Research Grants

  • Edwel (ECH2020 EUROPEAN RESEARCH COUNCIL (ERC)) - Bhattacharya, D.
  • Globalisation And Manufacturing (CAMBRIDGE ECONOMETRICS LTD) - Cockerill, T.
  • Dynamic Common Factor Models For Regional Time Series (ESRC) - Harvey, A. C.
  • Time-Varying Quantiles (ESRC) - Harvey, A. C.
  • Namsef — Nonparametric And Semiparametric Methods In Economics And Finance (EC FP7 ERC AIG) - Linton, O.
  • International Economic Linkages And Synchronisation In Business Cycles (EUROPEAN CENTRAL BANK) - Pesaran, M. H.
  • Dynamic Panel Analysis Of Interactions And Nonlinearities (ESRC) - Pesaran, M. H.
  • Real Time Econometrics, And/Or Forecasting Time Series Subject To Multiple Structural Breaks (SINOPIA ASSET MANAGEMENT) - Pesaran, M. H.
  • Major Research Fellowship For R Smith (LEVERHULME TRUST) - Smith, R.

Keynes Fund Sponsored Projects

  • Dynamic Models for volatility and heavy tails (JHLC) - Harvey, A. C. Research Output
  • Dynamic Models for volatility and heavy tails (JHLH) - Harvey, A. C. Research Output
  • The effectiveness of circuit breakers on the LSE (JHLD) - Linton, O. Research Output
  • Central Clearing and the Demand for Risk Sharing in OTC Derivative Markets (JHOF) - Linton, O.
  • Robust Estimation and Inference (JHOK) - Smith, R. J.
More Sponsored Projects >>

Published Papers

TitleAuthorsJournalYear
Semiparametric Analysis of Network Formation Jochmans, K. forthcoming in Journal of Business & Economic Statistics (2017)
Nonparametric Estimation of Non-Exchangeable Latent-Variable Models Bonhomme, S. and Jochmans, K. and Robin, J-M.forthcoming in Journal of Econometrics (2017)
Two-Way Models for Gravity Jochmans, K. Review of Economics and Statistics (2017)
More Papers >>

Cambridge Working Papers in Economics

TitleAuthorsCWPE NumberYear
Co-integration and control: assessing the impact of events using time series data Harvey, A. and Thiele, S.CWPE1731 (2017)
A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with an Application to the Determinants of Corporate Bond Issuance Boneva, L. and Linton, O.CWPE1703 (2017)
Determinants of long-term economic growth redux: A Measurement Error Model Averaging (MEMA) approach Doppelhofer, G., Moe Hansen, O-P. and and Weeks, M.CWPE1702 (2017)
More Papers >>

Econometrics Research Group




Dag Tjostheim
(University of Bergen)
'TBA'
Wednesday 29th November 2017 2:00pm
Keynes Room,
Marine Carrasco
(University of Montreal )
'TBA'
Wednesday 22nd November 2017 2:00pm
Keynes Room,



Faculty Events


12 Sep





Recent Publications


Bhattacharya, D. Nonparametric welfare analysis for discrete choice Econometrica [2015]

Dhaene, G. and Jochmans, K. Split-panel Jackknife Estimation of Fixed-Effect Models Review of Economic Studies [2015]



Latest CWPE


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77

A One-Covariate at a Time, Multiple Testing Approach to Variable Selection in High-Dimensi..., Chudik, A., and Kapetanios, G. and Pesaran, Hashem

16
64

Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case, Hafner, C. M. and Linton, O.

16
79

Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes, Pesaran, Hashem. and Johnsson. Ida.