Econometrics Programme

Programme Directors: Professor Javier Hidalgo and Professor Peter M. Robinson.

Associated LSE Faculty: Dr Vassilis Hajivassiliou, Dr Tatiana Komarova, Dr Marcia Schafgans, Mr Myunghwan Seo, and Professor Qiwei Yao.

Graduate Students: Svetlana Bryzgalova, Jiaqian Chen, Delger Enkhbayar, Abhimanyu Gupta, Jungyoon Lee, Malvina Marchese and Pedro Souza.

Activities:

The main activity of the Econometrics Group is the organization and running of the Econometrics Seminar, which is held on Thursday afternoon during term time. In recent years our visitors have included: Yacine Ait-Sahalia, Theodore Anderson, Don Andrews, Manuel Arellano, Xiaohong Chen, Andrew Chesher, Stefan Hoderlein, Rustam Ibragimov, Shakeeb Khan, Roger Koenker, Sokbae Lee, Robin Lumsdaine, Enno Mammen, Anna Mikusheva, Marcelo Moreira, Denis Nekipelov, Serena Ng, Alexei Onatski, Taisuke Otsu, Harry Paarsch, Joris Pinkse, Enrique Sentana, Elie Tamer, Xun Tang, Jonathan Wright, Victoria Zinde-Walsh .We are also participants in a joint workshop with the statistics department on Friday lunchtime. Research areas include: Long memory time series, nonparametric and semiparametric methods, Edgeworth approximations, adaptive learning, diffusions, bootstrap, simulation methods, sample selection, identification and spatial econometrics.

Current seminars are available from the STICERD Events and Seminars section.

Further details are available from Professor Javier Hidalgo Tel: +44(0)207-7955 7503.