Econometrics

Read more about our research in econometrics.

Research

Our department conducts research in econometric theory and its applications. This includes hypothesis and misspecification testing, with a particular focus on time-series econometrics and related areas of finance and international macroeconomics. Our theoretical research thrives from having strong links with the macroeconomics and environmental research areas, as well as with researchers outside of the department in Statistics and Manchester Alliance Business School.

Staff

• Ralf Becker - econometric theory and financial econometrics.
• Karim Chalak - econometric theory, applied econometrics, causal inference.
• Jasmin Fliegner - econometrics of programme evaluation.
• Judith Guo - time series analysis, theoretical econometrics, statistical inference, robust regression.
• Alastair Hall - theoretical econometrics and statistical inference.
• Ekaterina Kazak - applied econometrics, financial econometrics, causal inference.
• Tatiana Komarova - econometric theory, applied econometrics.
• Yizhou Kuang - Bayesian econometrics, partial identification, information economics.
• Chris Orme - theoretical econometrics, statistical inference, nonparametric analysis and misspecification testing.
• Arthur Sinko - econometrics and financial econometrics, methods for high-frequency data.

Econometrics seminar

Regular presentations by researchers from other institutions take place in our seminar series.