PhD in Economics - Time-series econometrics

University of Sheffield

The group is interested in theoretical and methodological developments in econometrics and statistics, with particular emphasis on applications in macroeconomics and finance. The research interests of the group include estimation, inference and testing in non-linear models, fractional integration, semi-parametric and non-parametric methods, real time monitoring, explosive processes and forecasting. The group organises an annual workshop in econometrics, and aims to build research networks and partnerships both in the UK and internationally.