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Faculty of Economics

Researchers

ResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchersResearchers Debopam Bhattacharya - University Reader
Tony Cockerill - Leverhulme Emeritus Fellow
Andrew Harvey - Professor of Econometrics
Oleg Kitov - College Lecturer in Economics (Selwyn and Robinson College)
Rutger-Jan Lange - Research Associate
Oliver Linton - Professor of Political Economy
Soheil Mahmoodzadeh - INET Research Associate
Alexey Onatskiy - Professor of Econometrics
Chair of Undergraduate Studies Committee
M. Hashem Pesaran - Emeritus Professor of Economics, University of Cambridge, John Elliot Distinguished Chair in
Economics, University of Southern California, Director, Center for Applied Financial Economics, USC
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 identification of the bid-ask spread in extended Roll models Chen, X.,Linton, O. and Yi, Y.Journal of Econometrics (2017)
Exponential class of dynamic binary choice panel data models with fixed effects Al-Sadoon, M. M., Li, T. and Pesaran, M. H.Econometrics Reviews, (2017)
Are university admissions academically fair? Bhattacharya, D., Kanaya, K. and Stevens, S.Review of Economics and Statistics (2017)
More Papers >>

Cambridge Working Papers in Economics

TitleAuthorsCWPE NumberYear
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)
Double-question Survey Measures for the Analysis of Financial Bubbles and Crashes Pesaran, Hashem. and Johnsson. Ida.CWPE1679 (2016)
More Papers >>

Econometrics Research Group




Dag Tjostheim
(University of Bergen)
'TBA'
Wednesday 29th November 2017 2:00pm
Keynes Room,
Jinyong Hahn
(UCLA)
'TBA'
Wednesday 15th November 2017 2:00pm
Keynes Room,



Faculty Events


12 Sep





Recent Publications


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



Latest CWPE


17
03

A Discrete Choice Model For Large Heterogeneous Panels with Interactive Fixed Effects with..., Boneva, L. and Linton, O.

16
71

A coupled component GARCH model for intraday and overnight volatility , Linton, O. and Wu, J.

16
74

Long-Run Debt Ratios with Fiscal Fatigue, Robertson, D. and Tambakis, D.