Econometrics Programme

The Econometrics programme research focuses on areas such as long memory time series, nonparametric and semiparametric methods, Edgeworth approximations, adaptive learning, diffusions, bootstrap, simulation methods, sample selection, identification, spatial econometrics, estimation of auction models, data linkage, limited dependent variable models and dynamic panel data.  The programme runs a seminar series and a joint workshop with the Department of Statistics at the LSE.

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

Research Associates: Dr Vassilis Hajivassiliou; Dr Tatiana Komarova; Dr Marcia Schafgans; Dr Taisuke Otsu and Professor Qiwei Yao.

Affiliated PhD Students:
Mr Karun Adusumilli; Mr Hao Dong; and Mr Luke Taylor

Seminars

STICERD Econometrics Seminars (Thursdays 13:00 - 15:00)	current	past	future
Joint Econometrics and Statistics Workshop (Fridays 12:00 - 13:00)	current	past	future

Discussion Papers

The programme publishes the Econometrics Papers Series