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.
• Chad Brown - nonparametric estimation, deep neural networks.
• Karim Chalak - econometric theory, applied econometrics, causal inference.
• Jasmin Fliegner - econometrics of programme evaluation.
• Alastair Hall - theoretical econometrics and statistical inference.
• Tatiana Komarova - econometric theory, applied econometrics.
• Yizhou Kuang - Bayesian econometrics, partial identification, information economics.
• Simon Peters - applied microeconometrics, specification testing, inequality, data problems.
• Arthur Sinko - econometrics and financial econometrics, methods for high-frequency data.
• Xiaolin Sun - econometric theory, applied econometrics.

Econometrics seminar

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