Econometrics Group

• Expertise
• Research Interests
• Grants and Publications
• Membership

The econometrics group currently has three full-time faculty members and one part-time faculty member. In addition, there is a group of postgraduate students currently being supervised by the faculty members.

Expertise

• Time Series Econometrics
• Financial Econometrics
• Micro Econometrics

Research Interests

• Econometric Theory
• Financial Econometrics
• Panel Data
• Time Series Econometrics
• Quantile Regression

In addition, the research group also works on several topics in Applied Econometrics, such as:

• Econometric Modeling in Health
• Applied Econometrics in Consumer Theory

Grants and Publications

The research of this group has been supported by several national and international research grants, including three Australian Research Council Discovery grants.

Recent publications of this group include journal articles, some of which have been published by the top journals in Econometrics and Statistics, such as the Journal of the American Statistical Association, the Journal of the Royal Statistical Society Series B, the Annals of Statistics, the Journal of Econometrics and Econometric Theory.

Click here to see the School's Working Papers.

Membership

The current members of the group are:

• Dr Nadya Baryshnikova
• Dr Seungmoon Choi
• Dr Nicholas Sim
• Mrs Anne Arnold
• Mr Chaohua Dong
• Ms Di Yuan