Econometrics Research Group

Researchers
	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

Researchers

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

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.

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 >>

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

Title	Authors	Journal	Year
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

Title	Authors	CWPE Number	Year
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 >>

Faculty of Economics

Researchers

PhD Students

Research Grants

Keynes Fund Sponsored Projects

Published Papers

Cambridge Working Papers in Economics