Time-series econometrics
The group is interested in theoretical and methodological developments in econometrics and statistics, with particular emphasis on applications in macroeconomics and finance.
±¬ÁÏTV our work
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.
Our activities
- The group organises an annual workshop in econometrics, with previous events sponsored by the Royal Economic Society and bringing together leading researchers, from the UK and internationally.
- They aim to build research networks and partnerships both in the UK and internationally.
See events from the cluster and across the school
Get involved with our work
The Time-series econometrics group is led by Indeewara Perera.
Our group includes researchers at all levels, from established professors to early career researchers and PhD students.
- Our members
We welcome enquiries from researchers within and beyond academia. Please reach out to Indeewara to explore engagement opportunities or if you would like to know more about our activities.