Research Interests
My research contributes methods to uncover equilibrium relationships in persistent multivariate time series. I study asymptotic approximations around points of discontinuity of the asymptotic distribution and develop the results into methods and software.
Research Activities
Economics Student wins 2022 Edgeworth prize
A student at the Faculty of Economics has been awarded the 2022 Edgeworth prize for the outstanding DPhil thesis in Economics for his thesis titled “Cointegration without unit roots.”
Published on - Tuesday 4th October 2022
