Find Academic Supervisors

Bruce E. HansenView profile

Professor

• Econometrics
• Time Series Analysis
• Model Selection and Averaging
• +4 more

Bruce E. Hansen is the Mary Claire Aschenbrener Phipps Distinguished Chair and Trygve Haavelmo Professor of Economics at the University of Wisconsin-Madison, Department of Economics. He maintains an active research program with publications extending through 2025, demonstrating his continued prominence in econometric methodology. His research interests include: Econometric theory and methodology Time series analysis and forecasting Model selection, averaging, and shrinkage techniques Threshold and structural change models Statistical inference for clustered and dependent data Hansen's recent work focuses on innovative approaches to model averaging, standard error estimation for complex data structures, and unit root testing. His publications demonstrate both theoretical rigor and practical applicability to economic data analysis, with particular attention to handling clustered data, serial correlation, and model uncertainty. His influential publications include 'Least Squares Model Averaging' in Econometrica (2007) which introduced Mallows Model Averaging, and 'A Modern Gauss-Markov Theorem' (2022), both representing significant theoretical contributions to econometrics. His two textbooks 'Probability and Statistics for Economists' and 'Econometrics' (Princeton University Press, 2022) reflect his commitment to teaching and disseminating econometric knowledge. Hansen's research has been supported by multiple National Science Foundation grants (SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111), highlighting the significance and quality of his contributions to the field.

Qiwei YaoView profile

Professor

• Statistical Inference
• Time Series Analysis
• High-Dimensional Statistics
• +6 more

Qiwei Yao is a Professor of Statistics at the Department of Statistics, London School of Economics (LSE), where he maintains an active research program in statistical methodology and applications. His office is located in Columbia House, Room 7.16 at LSE's Houghton Street campus in London. Professor Yao's research focuses on statistical inference for complex time series, with particular expertise in high-dimensional time series, dynamic networks, spatio-temporal processes, functional time series, nonlinear time series, and high-frequency data. His work bridges theoretical statistics with practical applications, especially in financial econometrics. He has developed innovative methodologies for dimension reduction, factor modeling, and network analysis that have become influential in the field. His recent publications reveal a strong trend toward developing statistical methods for increasingly complex data structures, particularly focusing on high-dimensional and network-based time series. His work integrates machine learning techniques with traditional statistical approaches, as evidenced by papers on deep learning for Markov property testing and tensor decompositions for matrix time series. There's also a clear emphasis on privacy-preserving methods and differential privacy in network analysis. Professor Yao has secured substantial research funding through multiple EPSRC Programme Grants and Research Projects, including the EPSRC Programme Grant for 'Statistical Foundations for Detecting Anomalous Structure in Stream Settings (DASS)' and 'Network Stochastic Processes and Time Series (NeST)'. He also leads the EPSRC Research Project on 'Statistical Network Analysis: Model Selection, Differential Privacy, and Dynamic Structures' and has collaborated with industry partners like Andurand Capital Management on projects such as 'Forecasting Oil Prices Based on Quantitative Methods'. His research has significant applications across various domains, particularly in energy forecasting (electricity load prediction), financial modeling (volatility modeling, oil price forecasting), and ecological modeling (spatio-temporal population dynamics). Professor Yao maintains strong collaborative relationships with researchers across multiple institutions and disciplines.

Ralph BaileyView profile

Associate Professor

• Quantitative Methods
• Philosophy of Research and Enquiry

Ralph Bailey is an Associate Professor in Economics at the University of Birmingham , affiliated with the Birmingham Business School and Department of Economics . His work bridges quantitative methods and philosophy of research and enquiry , with methodological contributions to econometrics and mathematical economics. Education : BSc (Durham), MA (Lancaster), MSocSc (Birmingham) His publications focus on statistical modeling, time series analysis, and theoretical economics, including works on deunionization impacts , ARMA processes , and public good provision under ambiguity . Recent studies explore earnings dispersion, near-integration in regression, and macroeconomic sustainability frameworks. Contact : r.w.bailey@bham.ac.uk

Amit SenView profile

Professor

• Econometrics
• Applied Statistics
• Time Series Analysis
• +1 more

Amit Sen is a Professor of Economics at Xavier University, with expertise in econometrics, applied statistics, and time series analysis. He co-directs the Center for International Business and oversees international study programs for the MBA and B.S.B.A. in International Business. His research focuses on methodological challenges in unit root testing and structural breaks in time series data. Educational Background: Ph.D. in Economics & Statistics (co-major) from North Carolina State University, M.E. in Economics, and B.A. (Honours) in Mathematics. Sen’s research has been published in leading journals such as the Journal of Business and Economic Statistics, The Econometrics Journal, and Computational Statistics & Data Analysis. His work emphasizes statistical inference in non-stationary time series and economic applications like income convergence and unemployment disparities. He teaches econometrics, time series analysis, and international business courses across undergraduate, M.S., and MBA programs. Sen also contributes to the Philosophy, Politics & the Public Honors program and the Modern Languages & International Economics B.A. program at Xavier. His recent publications (2018-2003) explore unit root methodologies, innovation variance breaks, and economic empirics, reflecting a consistent focus on advancing econometric techniques for real-world data analysis. No scientific awards are mentioned in the provided text.

Farzad SabzikarView profile

Associate Professor

• Stochastic Processes
• Fractional Models
• Optimization Algorithms
• +2 more

Farzad Sabzikar is an Associate Professor in the Department of Statistics at Iowa State University, specializing in stochastic processes, fractional models, and optimization algorithms. He integrates mathematical theory with applications in machine learning and time series analysis. Education: PhD in Statistics (Michigan State University, 2014), MS in Mathematics (Sharif University, 2009), BS in Mathematics (Isfahan University of Technology, 2006) His research bridges fractional calculus and statistical modeling, focusing on tempered processes and their applications in turbulence analysis, geophysical flows, and high-frequency data. He employs wavelet methods and asymptotic theory to study heavy-tailed phenomena and long-range dependencies. Recent publications emphasize tempered fractional Brownian motion, stable noise modeling, and functional data analysis. Key trends include transient anomalous diffusion, machine learning for cognitive decline classification, and optimized signal processing techniques. Scientific Awards: None listed His work has implications for machine learning, geophysics, and astrophysics, though no formal advising, grant, or lab affiliations are detailed in available sources.

Harald Friedrich Hans Volker Sigmar UhligView profile

Professor

• Macroeconomics
• Monetary Economics
• Financial Economics
• +7 more

Harald Uhlig holds the Bruce Allen and Barbara Ritzenthaler Professorship at the University of Chicago Department of Economics. He is a leading expert in macroeconomics, monetary economics, and financial economics with a focus on dynamic stochastic general equilibrium models, Bayesian econometrics, and economic policy analysis. Ph.D. in Economics, University of Minnesota (1990) Diplom in Mathematics, TU Berlin (1985) His research spans business cycles, growth theory, financial crises, and economic policy, particularly analyzing monetary-fiscal interactions, sovereign debt dynamics, and the impact of financial markets on macroeconomic stability. He has pioneered methods in vector autoregressions and numerical solution techniques for economic models. The 15 most recent articles show a focus on cryptocurrency economics, sovereign debt crises in monetary unions, fiscal stimulus effects, and financial health economics. Subfields include DSGE modeling, asset pricing, and policy analysis under uncertainty. Frank P. Ramsey Prize (2005) Fellow of the Econometric Society (2003) Alfred P. Sloan Fellowship (1989-1990) Fulbright Scholarship (1985-1986) He has advised 21 PhD students across Tilburg University, Humboldt University Berlin, and University of Chicago. Grants include NSF awards for macroeconomic risk analysis and INET funding for research on economic fragility.

Rickard SandbergView profile

Associate Professor

• Machine Learning
• Deep Learning
• Data Analytics
• +9 more

Rickard Sandberg is an **Associate Professor** and **Center Director** at the **Department of Entrepreneurship, Innovation and Technology** at the **Stockholm School of Economics (SSE)**. His work bridges econometrics, statistics, and business analytics with a focus on time series analysis, machine learning applications, and sustainability measurement. **Research Interests**: Machine Learning, Deep Learning, Data Analytics, Predictive Analytics, Forecasting, Nonlinear Time Series Modelling, Structural Economic Modelling, Econometrics, and Measuring Sustainability. His research emphasizes theoretical advancements in statistical methods and their practical application in economic and business contexts. **Key Contributions**: His publications explore unit root testing in nonlinear models, ESG rating challenges, and the impact of energy policies. Notable works include analyzing Scandinavian unemployment trends, cartel damage calculations, and Nordic companies' data-driven transformations. His 2023 paper on ESG ratings proposes solutions for consistency in ambiguous evaluation systems. **Teaching & Outreach**: Teaches advanced econometric time series courses (e.g., MSc 5314) and actively engages in international academic collaborations through presentations in Japan and Brazil. His work on AI for sustainability highlights interdisciplinary outreach efforts. **Labs/Teams**: Leads research initiatives within SSE’s Department, focusing on entrepreneurship and innovation through data and economic modeling frameworks.

• Finance
• Banking
• Economic Policy
• +2 more

Adnan Güzel is an Associate Professor at Turkish Aerospace University's Faculty of Business , Department of Business Administration. His research focuses on banking profitability , financial performance analysis , derivative financial instruments , and crisis management in hospitality . Key affiliations: Turkish Aerospace University (Faculty of Business, Department of Business Administration) Primary research areas: Finance, Banking, Economic Policy, Risk Management His empirical work spans three major domains: Banking Sector Analysis : 10+ publications on net interest margins, capital structure, profitability determinants, and sensitivity to macroeconomic shocks (2018-2023) Derivatives Application : Structured deposit optimization using options/swaps for risk-averse investors (2018) Hospitality Crisis Management : Post-pandemic strategies in Turkish hotels (2023) Methodological Expertise : Advanced panel data econometrics Nonlinear unit root testing Capital adequacy modeling Stochastic convergence analysis

• Spectral Analysis of Time Series
• Cointegration Methods
• Bootstrap Applications
• +3 more

Evangelos Ioannidis is an Associate Professor at the Department of Statistics, School of Informatics and Statistics, Athens University of Economics and Business. Born in 1962, he holds a Mathematics PhD from the University of Heidelberg (1993) and has served in his current department since 1999, progressing from Lecturer (1999) to Assistant Professor (2007) and Associate Professor (2023). His expertise spans spectral analysis of time series , cointegration methods , and bootstrap applications in economic data analysis, with additional focus on Official Statistics and sampling techniques . University of Heidelberg: MMath (1987), PhD (1993) Researcher, University of Heidelberg (1987-1991) Visiting Researcher, University of Orsay, Paris Sud (1992-1993) OECD, Paris (1994-1998) National Institute of Labour (1999) His scientific contributions focus on time series econometrics, VAR model spectra, and R&D expenditure analysis. Recent work includes non-parametric spectral estimation and risk-based sampling methodology. He has collaborated with Eurostat on statistical projects (2012-2014). Current affiliations include the Athens University of Economics and Business , where he teaches and conducts research on economic time series analysis and statistical methods.

• Econometrics
• Financial Econometrics
• Time Series Analysis
• +5 more

Skrobotov Anton Andreevich is a Professor at the Faculty of Economic Sciences and Director of the Center for Big Data in Economics and Finance at the National Research University Higher School of Economics (HSE). With 15 years of scientific and teaching experience, he joined HSE in 2024 and focuses on econometrics, financial econometrics, and non-stationary time series analysis. His research emphasizes robust statistical methods. Education: Doctor of Economics (2024) Candidate of Economic Sciences (2018), Saint Petersburg University Master's degree in Economics (2013), Russian Presidential Academy of National Economy and Public Administration (RANEPA) Skrobotov specializes in econometrics, time series analysis, and robust testing. His recent publications address financial bubbles, volatility clustering, and structural shifts in economic data. Scientific incentives: High Professional Potential Group (HSE Personnel Reserve) Category 'New Teachers' (2025) He has led courses in Econometrics at RANEPA and HSE, and secured multiple grants from the Russian Science Foundation and Russian Foundation for Basic Research. His work involves collaborations with institutions like the Gaidar Institute and Saint Petersburg State University.

• Econometrics
• Time Series Analysis
• Cointegration
• +3 more

Anastasios Magdalinos is a Professor of Economics at the University of Southampton, specializing in econometric theory and time series analysis. His research focuses on cointegrated systems, predictive regressions, and econometric inference near unit roots. Current research projects include: ESRC-funded work on robust econometric inference in cointegrated systems British Academy grants for analyzing stochastic economic systems and hypothesis testing in mixed identification regression models His publications span journals like Econometric Theory , Journal of Econometrics , and Review of Financial Studies , addressing topics such as explosive autoregression, GARCH modeling, and financial predictability. Scientific contributions are recognized through grants from prestigious institutions. Key scientific awards: ESRC Grant for Robust Econometric Inference British Academy Grants for Stochastic Systems Analysis and Mixed Identification Hypothesis Testing Magdalinos supervises PhD economics students and maintains a personal webpage with further research details.

• Econometrics
• Macroeconomics
• Panel Data Analysis
• +4 more

Professor M. Hashem Pesaran is a leading academic in Econometrics and Macroeconomics at the University of Cambridge's Faculty of Economics. His research focuses on dynamic panel data models, asset pricing, climate change impacts, and spatial econometrics. He has contributed extensively to methodologies addressing cross-sectional dependence, factor models, and policy analysis. Notable works include advancements in testing for alpha in asset pricing, analyzing pandemic transmission via stochastic networks, and assessing climate change's macroeconomic effects. His empirical studies utilize large datasets and advanced econometric techniques, often with real-world policy implications. Key research interests include: Econometric theory (panel data, factor models) Financial economics (asset pricing, risk premia) Macroeconomic policy (climate change, fiscal impacts) Spatial and network analysis (dominant units, SIR models) Recent articles highlight his work on heterogeneous dynamic panels, climate effects on US states, and pandemic modeling. No explicit awards are listed, but his publications indicate peer recognition. Advising and grants are not detailed here, but his collaborative projects suggest extensive academic leadership.

James A. DuffyView profile

Associate Professor

• Econometrics
• Macroeconometrics
• Time Series Analysis
• +5 more

James A. Duffy is an Associate Professor of Economics at the University of Oxford and the Andrew Glyn Tutorial Fellow at Corpus Christi College. He joined Corpus in 2016 after a postdoctoral fellowship at Nuffield College, Oxford, and holds dual appointments in the Department of Economics and his college. His educational background includes: PhD in Economics from Yale University (2014) Undergraduate studies in Economics and Mathematics at the University of Sydney Duffy's research centers on econometrics, with emphasis on macroeconometrics and time series analysis. He develops statistical methods for economic models involving nonlinear or highly persistent time series data, common in macroeconomics and finance. His work spans econometric theory , mathematical statistics , cointegration , and structural macroeconomic models , addressing inference challenges in strongly dependent processes. His 2016-2024 publications in premier journals reveal consistent innovation in time series methodology, particularly in unit root processes, fractional integration, and nonlinear cointegration. Key contributions include Tobit modeling for dynamic systems, robust inference for weakly nonstationary data, and discrete choice estimation techniques, bridging theoretical rigor with empirical applications. At Oxford, Duffy serves as course convenor for Quantitative Economics and lectures for the MPhil programme on instrumental variables, generalized method of moments, and maximum likelihood estimation. He also provides undergraduate tutorials in Microeconomics and Quantitative Economics at Corpus Christi College, integrating research insights into teaching.

Angelos KanasView profile

Professor

• Finance
• International Finance
• Financial Markets
• +2 more

Angelos Kanas is a Professor of Finance at the Department of Economics within the School of Economics, Business and International Studies at the University of Piraeus. His academic career spans over two decades with significant contributions to finance, banking, and econometric modeling, supported by continuous research funding from entities including NATO and the European Union. His educational background includes undergraduate studies funded by the Hellenic National Scholarships Foundation (I.K.Y.), an M.Sc. supported by the Bodosakis Foundation, and a Ph.D. financed by the National Scholarships Foundation (I.K.Y.). Kanas specializes in Finance, International Finance, Financial Markets, Financial Risks and Protection, and Banking. His research integrates advanced quantitative methods to analyze systemic risk, market efficiency, and policy impacts, with particular focus on regime-switching models and DEA efficiency measurements. Recent work explores intersections between climate finance, banking stability, and corporate governance. Analysis of his 15 most recent publications reveals an evolving research trajectory: early work (2005-2013) established expertise in exchange rate dynamics and asset pricing, while post-2015 research increasingly addresses banking regulation, systemic risk prediction, and methodological innovations in efficiency analysis. Current work (2022-2025) demonstrates strong engagement with climate-related financial risks and AI applications in finance. Hellenic National Scholarships Foundation (I.K.Y) studentship (undergraduate, three annual) Bodosakis Foundation scholarship (M.Sc.) National Scholarships Foundation (I.K.Y.) scholarship (Ph.D.) Kanas has secured research funding from NATO and EU bodies, reflecting recognition of his work's policy relevance. His extensive refereeing activities across 30+ journals including Journal of International Economics and Journal of Banking and Finance demonstrate scholarly leadership. He teaches core finance courses including International Finance and Special Topics in Finance, and has authored two academic books: Principles of Investment Analysis and Financial Markets (2021) and FinTech and Machine Learning: Basic Principles and Applications (2023).

Paulo M. M. RodriguesView profile

Professor

• Time-series econometrics
• Financial econometrics
• Empirical macroeconomics
• +7 more

Paulo M. M. Rodrigues is a Full Professor at the Nova School of Business and Economics, Universidade Nova de Lisboa , and a senior research economist at the Department of Economic Studies, Bank of Portugal , where he has been employed since 2008. He previously served as Associate Professor and held leadership roles including vice-dean and dean at the Faculty of Economics, University of Algarve. Education Agregação, University of Algarve (2015) PhD in Econometrics, University of Manchester (1998) Masters in Economics and Econometrics, University of Manchester (1995) Degree in Business Management, University of Algarve (1993) His primary research interests lie in time-series econometrics, financial econometrics, and empirical macroeconomics and finance . His work emphasizes methodological innovation in nonstationary and seasonal time series, long memory processes, predictive regression, and quantile-based modeling. He has made significant contributions to the development and application of unit root tests, cointegration analysis, and forecasting techniques under structural breaks and heteroskedasticity. The recent trends in his publications show a strong focus on advanced econometric methods, including IVX and residual-augmented approaches for predictive regression, fractional integration in multivariate settings, tail risk modeling in financial markets, and applications in tourism and labor economics. His work frequently appears in top journals such as the Journal of Econometrics , Econometric Theory , and Review of Economics and Statistics . Editorial and Professional Service Serves on the editorial board of several scientific journals. Advising and Grants While specific details on PhD students or grant funding are not provided in the text, his extensive collaborative research—particularly with scholars like Matei Demetrescu, João Nicolau, and A.M. Robert Taylor—indicates a strong record of academic mentorship and collaborative research leadership. His position at the Bank of Portugal also suggests involvement in policy-relevant research projects and potential funding from central bank or national research agencies. Laboratories and Research Teams He is affiliated with the Economics and Research Department at the Bank of Portugal, a leading institution for economic research in Portugal. This affiliation provides a collaborative environment for empirical macroeconomic and financial research with policy implications.