Econometrics Group

• Expertise
• Research Interests
• Grants and Publications
• Membership

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

Expertise

The research group has the internationally recognised expertise in:

• Time Series Econometrics;
• Financial Econometrics; and
• Nonparametric and Semiparametric Econometrics.

Research Interests

The main research interests of the Econometrics group include:

• Econometric Theory;
• Financial Econometrics;
• Nonparametric and Semiparametric Econometrics;
• Panel Data; and
• Time Series Econometrics.

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

• Econometric Methods in Climatology;
• Econometric Modeling in Health; and
• Applied Econometrics in Consumer Theory.

The members of the group are also active in the Adelaide Econometrics Study Group.

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 two books and over 30 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 in this field.

Click HERE to see the School's Working Papers.

Membership

The current members of the group are:

• Professor Jiti Gao
• Dr Nadya Baryshnikova
• Dr Seungmoon Choi
• Mrs Anne Arnold
• Dr Jia Chen
• Dr Degui Li
• Dr Jiying Yin
• Mr Chaohua Dong
• Ms Nam-Hyun Kim
• Mr Pipat Wongsaart