Econometrics
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.
