Â鶹ÊÓƵ

I am Professor of Econometrics at the Â鶹ÊÓƵ School of Business, having previously been Professor of Econometrics at the School of Economics at the School of Nottingham, and at Cass Business School.

Broadly speaking, I work in the fields of econometric theory and statistics. Over the years, I have touched upon the following areas (listed in no particular order):

• large factor models;
• randomised tests;
• the changepoint problem;
• panel data;
• cointegration and aggregation;
• the random coefficient autoregressive model;
• predicting mortality rates.