Find Academic Supervisors

• Econometrics
• Panel Data Analysis
• Time Series Analysis
• +3 more

Joakim Westerlund is a Professor at the Department of Economics at Lund University, Sweden. His research focuses on econometrics, especially panel data econometrics, with expertise in estimation theory, unit root testing, and structural breaks. He teaches econometrics at all academic levels and has supervised numerous bachelor, master, and PhD theses. His work contributes to UN Sustainable Development Goals through methodological advancements in economic analysis. Westerlund has held a Wallenberg Academy Fellowship (2019–2028) and received the Journal of Applied Econometrics Distinguished Author Award in 2018. He collaborates internationally and actively contributes to academic conferences. His research spans theoretical econometrics, empirical applications, and econometric software development. Current PhD supervision includes students working on topics like robustness to structural breaks and human capital analysis. Key research interests include panel unit root tests, interactive effects models, and methodological innovations for handling cross-sectional dependence. His recent work addresses structural breaks in panel data and the New Keynesian Phillips Curve in European economies. He has published widely in top journals such as the Journal of Applied Econometrics and the Oxford Bulletin of Economics and Statistics.

Martin SolbergerView profile

Associate Professor

• Time Series Econometrics
• Macroeconomic Forecasting
• Latent Time Series Estimation
• +3 more

Martin Solberger is an Associate Professor in the Department of Statistics at Uppsala University, where he received his PhD in statistics in 2013 and was promoted to associate professor in 2022. His office is located at Ekonomikum (3rd floor), Kyrkogårdsgatan 10, with postal address Box 513, 751 20 UPPSALA. Dr. Solberger specializes in time series econometrics with particular expertise in macroeconomic forecasting and estimation of latent time series variables including potential GDP and the neutral interest rate. His research demonstrates sophisticated methodological approaches to dynamic factor models, unit root testing, and interest rate analysis, frequently employing Kalman filtering techniques and Bayesian VAR modeling. His publication record reveals a strong focus on Scandinavian economic analysis, particularly examining the natural rate of interest and neutral interest rate dynamics within Swedish and broader Nordic contexts. Recent work shows increasing attention to international spillover effects on domestic monetary policy variables and methodological refinements in panel data econometrics. Through extensive collaboration with researchers including Spånberg, Armelius, and Österholm, Solberger has established himself as a significant contributor to modern time series econometrics methodology and its application to central banking and fiscal policy questions.

Donald RobertsonView profile

Professor

• Econometrics
• Applied Macroeconomics
• Financial Economics
• +3 more

Professor Donald Robertson is a faculty member at the University of Cambridge , holding the position of Professor of Economics and Director of Graduate Studies and PhD Programme within the Faculty of Economics . He is affiliated with Pembroke College and contributes to econometric research and graduate education. Research Interests : His work focuses on Econometrics , Applied Macroeconomics , and Financial Economics , with methodological expertise in Time Series Analysis , Panel Data Analysis , and Predictive Modeling . His publications address topics like cross-sectional dependence, unit root testing, and instrumental variable estimation. Teaching : He instructs modules such as Introduction to Probability and Statistics , Time Series Methods , and MPhil Prep Course - Statistics . Publications : Recent contributions include work on R² bounds for predictive models, factor residuals in panel data, and fiscal fatigue in debt ratios, reflecting his focus on econometric theory and macroeconomic applications. Contact : Email dr10011@cam.ac.uk or phone +44(0)1223 335270. Office hours by email appointment in Room 70.

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.

• Econometrics
• Applied Econometrics
• Financial Econometrics
• +6 more

Professor Yongcheol Shin is a faculty member in the Department of Economics at the University of York. His academic background includes a BA (Hanyang University), MA (Hanyang University), and PhD (Michigan State University). He specializes in applied and theoretical econometrics, focusing on financial and macroeconomic modeling. Education: BA (Hanyang University), MA (Hanyang University), PhD (Michigan State University) His research spans econometric theory and applications in finance and macroeconomics. Key areas include nonlinear panel data modeling, cointegrating VAR models, regime-switching models, and statistical hypothesis testing for time series. Recent work addresses interactive effects in panel data and multilevel factor models. Recent publications (2023) focus on panel data analysis, canonical correlation, and unit root testing. These studies reflect his expertise in econometric methodology and its application to financial economics, macroeconomics, and trade dynamics. Scientific awards include: 2018 Maekyung-KAEA Economist Award He leads the ESRC-funded project 'New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks' (2020-2024), collaborating with researchers like J. Chen and W. Wang.

Raouf BoutabaView profile

Professor

• Network Management
• Systems and Services
• Resource Management in Wired/Wireless Networks
• +9 more

Raouf Boutaba is a Professor at the University of Waterloo , serving as Director of the David R. Cheriton School of Computer Science since July 2020. He holds prestigious fellowships including FRSC , FIEEE , FIEC , and FCAE . 2024: Inaugural Rogers Chair in Network Automation 2024: Ontario Research Fund–Research Excellence (ORF–RE) $2M grant for next-gen mobile networks 2021: University Professor title, University of Waterloo Research Interests span network automation, resource management in wired/wireless networks, network function virtualization (NFV), software-defined networking (SDN), cloud computing, blockchain, future Internet architecture, and cybersecurity. His work focuses on zero-touch networks, 5G/B5G slicing, and AI-driven orchestration. Scientific Contributions include 15+ recent publications on topics like reinforcement learning for RAN slicing, encrypted traffic classification, quantum network optimization, and self-driving infrastructure. His projects 5G LEAP and 5G ELITE explore network isolation and Open RAN principles. 2024: IFIP/IEEE CNOM Test of Time Paper Award 2024: Graduate Supervision Excellence Award 2021: Kenneth C. Sevcik Outstanding Student Paper Award (advisor) Teaching includes co-developing the NSERC CREATE Network Softwarization program, offering courses like Network Softwarization: Principles and Foundations (Winter 2024) and Technologies and Enablers since 2018. He emphasizes hands-on training in SDN, NFV, Open RAN, and 5G. Students and Collaborations : Supervised PhD students such as Shihabur R. Chowdhury (2021), Nashid Shahriar (2020), and undergrad Leni Aniva (2022 Gov. Gen. Silver Medal ). His team includes researchers working on 5G, blockchain, and AI-driven network management. Professional Leadership : Organized Rogers TEP Workshops (2024-2025), delivered keynotes at IEEE Globecom, ColCom, and BalkanCom, and served on expert panels for AI orchestration and 5G cybersecurity at major symposia.

• Econometrics
• Panel Data Econometrics
• Structural Breaks
• +3 more

Joakim Westerlund is a Professor in the Department of Economics at Lund University's School of Economics and Management. With over 134 research outputs and 33 academic activities, his work focuses on econometrics, particularly panel data analysis, structural breaks, and estimation theory. He has contributed to the development of econometric methods for the New Keynesian Phillips Curve and common correlated effects models. Active Wallenberg Academy Fellowship (2019-2028) Supervised 11 doctoral theses and bachelor/master projects Peer-review panel member and journal editor His research aligns with UN Sustainable Development Goals in Economics and Econometrics, with significant contributions to panel unit root testing, interactive effects models, and Stata-based econometric methods. Westerlund received the prestigious Journal of Applied Econometrics Distinguished Author award in 2018. Current PhD supervisees include Christina Maschmann (2023-2028), Tilman Bretschneider (2023-2028), Pelle Almgren (2022-2027), and Shayan Meskinimood (2021-2026).

• Asset Pricing
• Real Estate Finance
• Household Finance
• +2 more

Professor Damian Damianov holds the Chair in Finance at Durham University Business School. His research examines asset pricing anomalies, housing market dynamics, and household financial behavior, with particular focus on boom-bust cycles in real estate and cryptocurrency markets. Methodologies combine econometric analysis with behavioral experiments to study price formation mechanisms. Recent work investigates housing affordability policies, wealth accumulation pathways, and cross-market contagion effects. His laboratory develops novel experimental designs to test auction mechanisms and fundraising strategies for charitable organizations. Current projects analyze: (1) Property tax compliance in shared occupancy arrangements; (2) Uncertainty transmission across cryptocurrency markets; (3) Lifecycle models of household wealth management.

Andrea FumagalliView profile

Professor

• Optical Networking
• Photonic Slot Routing
• Wavelength Routing and Protection
• +7 more

Andrea Fumagalli is a Professor in the Department of Electrical Engineering at the Erik Jonsson School of Engineering and Computer Science , The University of Texas at Dallas. He earned his Ph.D. (1992) and Laurea (1987) in Electrical Engineering from Politecnico di Torino, Italy. Research Interests: All-Optical Network Architectures, Photonic Slot Routing, Wavelength Routing and Protection, Sensor Networks, Cooperative Wireless Networks, Network Optimization, Next Generation Internet (NGI), and Multi-hop Optical Networks. Education: Ph.D., Electrical Engineering, Politecnico di Torino (1992) Laurea, Electrical Engineering, Politecnico di Torino (1987) Key Research Trends: His recent publications focus on 5G networking, optical network automation, elastic optical networks, network reliability, and cross-layer optimization. He explores FPGA acceleration in 5G Low-PHY functions, live migration of containerized network components, and spectral fragmentation mitigation in EONs. Scientific Awards: Best Teaching Award, Electrical Engineering, UTD (2002) Best Thesis Award for Ph.D. Advisee Isabella Cerutti (2002) IEEE ComSoc Distinguished Lecturer Tour (2000) Best Paper Award (1999): 'An Optimal Design Algorithm for Photonic Slot Routing Networks Migrating to Optical Packet Switching' Advising and Grants: He advised Ph.D. student Isabella Cerutti. In 2001, he secured a $300,000 grant from FUNDACAO CPqD for optical network reliability research. He leads the Optical Networking Advanced Research (OpNeAR) Lab at UTD, collaborating on international projects like the Italian government-funded grid computing initiative (2002) and the OMEGA Test-bed for differentiated reliability. Laboratories and Teams: He directs the OpNeAR Lab , which develops tools for optical network emulation and reliability testing. His projects involve partnerships with institutions in Brazil (Unicamp), Sweden (KTH), Italy (Politecnico di Torino, Scuola Superiore Sant'Anna), and CNR/CNIT.

Efthymios PavlidisView profile

Professor

• Macroeconomics
• International Finance
• Time Series Econometrics
• +4 more

Professor Efthymios Pavlidis is a faculty member in the Department of Economics at Lancaster University Management School (LUMS). He holds the rank of Professor and specializes in macroeconomics, international finance, and time series econometrics. His research focuses on housing market dynamics through collaborations like the International Housing Observatory (with the Federal Reserve Bank of Dallas) and the UK Housing Observatory. He is a Fellow of the Higher Education Academy, reflecting his commitment to academic excellence in teaching and research. His research interests include speculative bubble detection, real estate price forecasting, and testing parity conditions in financial markets. Pavlidis actively supervises PhD students in applied time series econometrics, emphasizing practical applications in financial markets and housing economics. He is involved in numerous academic activities, including organizing conferences and workshops such as the Dynare Conference and the Lancaster Economics Seminar. Key contributions include developing econometric methods for detecting market exuberance and analyzing real exchange rates. His work bridges theoretical econometrics with practical policy implications, particularly in housing and energy markets. Pavlidis collaborates internationally, evidenced by his participation in global academic networks and institutions like the European Economic Association and the Royal Economic Society. His teaching includes the course ECON222 Intermediate Macroeconomics I, and he maintains an office in the Management School (B015), with weekly office hours on Tuesdays. A comprehensive overview of his research and projects is available at his personal webpage: https://sites.google.com/view/etpavlidis/ .

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

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.

Erik HjalmarssonView profile

Professor

• Empirical Finance
• Financial Econometrics
• Empirical Asset Pricing
• +4 more

Erik Hjalmarsson is a Professor of Banking and Financial Economics at the Department of Economics, University of Gothenburg. He holds the Felix Neubergh Chair and previously served as Director of the Centre for Finance. His research focuses on empirical asset pricing, financial econometrics, and long-run stock returns. Hjalmarsson earned his PhD from Yale University and has held roles at the Federal Reserve Board and Winton Capital Management. Education: PhD (Yale University, 2005), M.Sc. in Econometrics (London School of Economics, 2000), B.Sc. in Mathematical Statistics (University of Gothenburg, 1999). Research interests include stock return predictability, high-frequency trading, and econometric methods. His work has been published in top journals like the Journal of Finance and Journal of Financial Economics . Key grants include funding from the Swedish Research Council and Marianne and Marcus Wallenberg Foundation. Awards include the Carl Anderson Prize (2004) and multiple stipends for doctoral education. He supervises PhD students and advises on central bank policies. His recent studies explore long-horizon returns, inflation expectations, and portfolio strategies. Teaching includes PhD courses in econometrics and financial economics. He serves on editorial boards and as a referee for leading journals.

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.

• Biomaterials
• Polymer Engineering
• Drug Delivery Systems
• +3 more

Bernard MARTEL is a Professor at the University of Lille's Faculty of Science and Technology, Department of Chemistry, and leads research in the Polymer Systems Engineering team at the Materials and Transformations Unit (CNRS UMR 8207). His work focuses on developing functional polymer systems for biomedical applications, including drug delivery, tissue engineering, and antibacterial materials. Research interests span: Design of therapeutic biomaterials (hydrogels, nanofibers) Functionalized medical implants and textiles Antimicrobial/antiviral material engineering 3D-printed medical devices His recent publications (2019-2024) demonstrate strong emphasis on: Advanced characterization of biomaterial interactions Functionalization techniques for controlled drug release Solutions for diabetic wound care and orthopedic reconstruction Eco-friendly materials for environmental remediation Patent innovations include: 3D-printed endoprostheses (WO2024213841) Antiadhesive hydrogel compositions (FR3080539) Cyclodextrin-modified biomedical textiles Significant PhD supervision includes 23+ students, with current research on: Functionalized visceral implants (Camille DUCHEMIN) Antithrombotic stent design (Kim VANDEN BROECK)